+645.8%
WSM vs SHAK
+31.3%
+614.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | +0.4% | -11.0% | +11.4% | +3.6% |
| 30D | -10.7% | -14.0% | +3.3% | -7.1% |
| 3M | +8.5% | +13.3% | -4.8% | +3.9% |
| 6M | +19.6% | -35.3% | +55.0% | +31.0% |
| YTD | +26.6% | -24.0% | +50.6% | +32.1% |
| 1Y | +12.0% | -36.7% | +48.7% | +22.5% |
| 3Y | +226.6% | -5.4% | +232.0% | +204.7% |
| 5Y | +174.1% | -24.9% | +199.0% | +158.8% |
| 10Y | +1,052.9% | +79.6% | +973.3% | +724.1% |
| All | +645.8% | +31.3% | +614.5% | +446.6% |
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