+478.0%
WM vs SHAK
+64.1%
+413.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.3% | -7.2% | -0.4% |
| 7D | -0.5% | +6.5% | -6.9% | -1.0% |
| 30D | +13.3% | +15.3% | -2.0% | +12.0% |
| 3M | +4.4% | +8.5% | -4.1% | +3.6% |
| 6M | +10.8% | +10.0% | +0.8% | +9.5% |
| YTD | +9.1% | -5.0% | +14.0% | +8.1% |
| 1Y | +19.1% | -15.3% | +34.5% | +19.1% |
| 3Y | +45.7% | +40.7% | +5.0% | +36.4% |
| 5Y | +60.4% | -7.9% | +68.4% | +52.6% |
| 10Y | +328.7% | +132.0% | +196.8% | +260.2% |
| All | +478.0% | +64.1% | +413.9% | +391.2% |
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