+623.1%
WST vs SHAK
+47.7%
+575.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -3.1% | -6.6% | +3.5% | -2.5% |
| 3M | +7.2% | +30.1% | -22.9% | +3.9% |
| 6M | +36.8% | -28.7% | +65.6% | +40.2% |
| YTD | +23.8% | -14.5% | +38.4% | +24.1% |
| 1Y | +37.8% | -31.9% | +69.6% | +41.3% |
| 3Y | -15.9% | -1.0% | -14.9% | -20.0% |
| 5Y | -25.8% | -18.7% | -7.1% | -30.2% |
| 10Y | +319.6% | +98.1% | +221.5% | +237.0% |
| All | +623.1% | +47.7% | +575.5% | +467.1% |
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