+26.7%
WMB vs SHAK
-34.9%
+61.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | +0.2% |
| 7D | -1.8% | -8.3% | +6.5% | -2.1% |
| 30D | -1.2% | -12.6% | +11.5% | -1.6% |
| 3M | +2.5% | +9.1% | -6.7% | +2.8% |
| 6M | -0.7% | -31.2% | +30.6% | -0.1% |
| YTD | +23.0% | -21.6% | +44.6% | +24.4% |
| 1Y | +26.7% | -38.8% | +65.5% | +26.7% |
| All | +26.7% | -34.9% | +61.5% | +26.7% |
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