+477.2%
WM vs SHAK
+53.0%
+424.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.3% |
| 7D | +1.2% | +2.0% | -0.8% | +1.0% |
| 30D | +13.1% | +12.0% | +1.0% | +12.0% |
| 3M | +3.6% | +2.3% | +1.3% | +3.3% |
| 6M | +8.1% | -25.5% | +33.6% | +9.6% |
| YTD | +8.9% | -11.4% | +20.3% | +8.5% |
| 1Y | +20.3% | -21.8% | +42.1% | +21.0% |
| 3Y | +46.2% | +25.8% | +20.3% | +38.1% |
| 5Y | +59.9% | -21.0% | +80.9% | +54.1% |
| 10Y | +345.6% | +126.4% | +219.2% | +276.0% |
| All | +477.2% | +53.0% | +424.2% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling