-40.4%
WU vs SHAK
+87.2%
-127.6%
-64.3%
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% | +0.1% |
| 7D | -3.5% | -8.3% | +4.8% | -2.2% |
| 30D | -2.9% | -12.6% | +9.7% | -1.0% |
| 3M | -2.3% | +9.1% | -11.4% | -4.0% |
| 6M | -25.4% | -31.2% | +5.9% | -22.3% |
| YTD | -21.2% | -21.6% | +0.4% | -20.0% |
| 1Y | -8.9% | -38.8% | +29.9% | -4.0% |
| 3Y | -29.0% | +0.6% | -29.6% | -34.1% |
| 5Y | -50.7% | -22.5% | -28.2% | -54.1% |
| All | -40.4% | +87.2% | -127.6% | -56.1% |
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 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