+691.2%
WPM vs SHAK
+34.1%
+657.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.5% |
| 7D | +3.9% | -7.2% | +11.1% | +4.4% |
| 30D | +17.7% | -11.8% | +29.5% | +18.7% |
| 3M | +39.4% | +17.2% | +22.3% | +37.9% |
| 6M | +6.4% | -34.1% | +40.6% | +8.9% |
| YTD | +34.0% | -22.4% | +56.4% | +35.6% |
| 1Y | +50.5% | -35.9% | +86.4% | +53.9% |
| 3Y | +280.3% | -3.4% | +283.7% | +274.1% |
| 5Y | +266.3% | -25.4% | +291.8% | +258.6% |
| 10Y | +550.8% | +83.4% | +467.4% | +499.5% |
| All | +691.2% | +34.1% | +657.2% | +635.3% |
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