+121.3%
WMB vs SHAK
+36.4%
+84.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.7% |
| 7D | +7.8% | +4.3% | +3.5% | +7.5% |
| 30D | -5.1% | +9.0% | -14.1% | -5.7% |
| 3M | -4.7% | +1.8% | -6.5% | -5.0% |
| 6M | -7.4% | +17.3% | -24.7% | -8.9% |
| YTD | +17.5% | -7.6% | +25.1% | +16.7% |
| 1Y | +19.5% | -16.9% | +36.4% | +20.1% |
| 3Y | +121.3% | +35.1% | +86.2% | +118.7% |
| All | +121.3% | +36.4% | +84.9% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling