+200.0%
WMB vs SHAK
+59.5%
+140.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.1% |
| 7D | +7.8% | +4.3% | +3.5% | +7.0% |
| 30D | -5.1% | +9.0% | -14.1% | -6.8% |
| 3M | -4.7% | +1.8% | -6.5% | -5.6% |
| 6M | -7.4% | +17.3% | -24.7% | -11.4% |
| YTD | +17.5% | -7.6% | +25.1% | +15.0% |
| 1Y | +19.5% | -16.9% | +36.4% | +19.3% |
| 3Y | +121.3% | +35.1% | +86.2% | +89.4% |
| 5Y | +200.5% | -11.3% | +211.8% | +168.6% |
| 10Y | +281.9% | +98.8% | +183.0% | +143.6% |
| All | +200.0% | +59.5% | +140.5% | +92.5% |
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