+23.7%
WMB vs SHAK
-21.2%
+45.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -6.2% |
| 7D | -8.6% | +8.3% | -17.0% | -8.4% |
| 30D | -4.2% | +16.7% | -20.9% | -3.8% |
| 3M | -4.4% | +10.0% | -14.4% | -4.2% |
| 6M | -8.7% | -23.8% | +15.1% | -7.6% |
| YTD | +15.4% | -10.3% | +25.7% | +16.8% |
| 1Y | +23.7% | -22.9% | +46.6% | +30.2% |
| All | +23.7% | -21.2% | +45.0% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling