+525.4%
WPM vs SHAK
+87.2%
+438.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.8% |
| 7D | -0.6% | -8.3% | +7.7% | +0.1% |
| 30D | +14.4% | -12.6% | +27.1% | +15.6% |
| 3M | +37.0% | +9.1% | +27.9% | +36.1% |
| 6M | +4.1% | -31.2% | +35.4% | +6.3% |
| YTD | +31.7% | -21.6% | +53.3% | +33.3% |
| 1Y | +44.2% | -38.8% | +83.0% | +48.0% |
| 3Y | +265.5% | +0.6% | +264.9% | +258.6% |
| 5Y | +262.5% | -22.5% | +285.0% | +253.1% |
| All | +525.4% | +87.2% | +438.2% | +600.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling