+336.1%
WST vs SHAK
+87.2%
+248.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | +1.8% | -8.3% | +10.1% | +2.8% |
| 30D | -1.7% | -12.6% | +10.9% | -0.2% |
| 3M | +4.9% | +9.1% | -4.2% | +3.5% |
| 6M | +45.5% | -31.2% | +76.8% | +49.9% |
| YTD | +26.1% | -21.6% | +47.7% | +27.6% |
| 1Y | +31.7% | -38.8% | +70.5% | +37.1% |
| 3Y | -12.1% | +0.6% | -12.7% | -17.4% |
| 5Y | -23.6% | -22.5% | -1.0% | -28.5% |
| All | +336.1% | +87.2% | +248.9% | +223.3% |
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 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