-29.0%
WU vs SHAK
-2.6%
-26.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.3% |
| 7D | -3.5% | -8.3% | +4.8% | -2.6% |
| 30D | -2.9% | -12.6% | +9.7% | -1.6% |
| 3M | -2.3% | +9.1% | -11.4% | -3.3% |
| 6M | -25.4% | -31.2% | +5.9% | -23.5% |
| YTD | -21.2% | -21.6% | +0.4% | -20.7% |
| 1Y | -8.9% | -38.8% | +29.9% | -5.7% |
| 3Y | -29.0% | +0.6% | -29.6% | -32.4% |
| All | -29.0% | -2.6% | -26.3% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling