+219.7%
WMB vs SHAK
+47.7%
+172.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +3.3% | -6.6% | +9.9% | +4.4% |
| 3M | +3.1% | +30.1% | -26.9% | -2.5% |
| 6M | -0.7% | -28.7% | +28.0% | +3.3% |
| YTD | +25.2% | -14.5% | +39.7% | +24.9% |
| 1Y | +32.9% | -31.9% | +64.7% | +38.0% |
| 3Y | +140.6% | -1.0% | +141.5% | +120.1% |
| 5Y | +273.5% | -18.7% | +292.1% | +237.9% |
| 10Y | +334.2% | +98.1% | +236.1% | +176.8% |
| All | +219.7% | +47.7% | +172.0% | +109.0% |
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 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