+101.9%
WMT vs SHAK
-2.6%
+104.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +1.1% |
| 7D | 0.0% | -8.3% | +8.3% | +0.6% |
| 30D | -7.4% | -12.6% | +5.2% | -6.6% |
| 3M | -10.9% | +9.1% | -20.0% | -11.6% |
| 6M | -12.7% | -31.2% | +18.6% | -11.0% |
| YTD | -3.2% | -21.6% | +18.4% | -2.7% |
| 1Y | +5.3% | -38.8% | +44.0% | +8.0% |
| 3Y | +101.9% | +0.6% | +101.2% | +97.4% |
| All | +101.9% | -2.6% | +104.5% | +97.4% |
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