+285.0%
WMB vs SHAK
-25.9%
+310.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.3% |
| 7D | 0.0% | -7.2% | +7.2% | +0.6% |
| 30D | +4.6% | -11.8% | +16.4% | +5.6% |
| 3M | +5.7% | +17.2% | -11.4% | +3.8% |
| 6M | +4.2% | -34.1% | +38.3% | +7.3% |
| YTD | +26.8% | -22.4% | +49.2% | +27.9% |
| 1Y | +34.7% | -35.9% | +70.6% | +38.4% |
| 3Y | +146.8% | -3.4% | +150.2% | +137.9% |
| 5Y | +285.0% | -25.4% | +310.4% | +260.0% |
| All | +285.0% | -25.9% | +310.9% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling