-23.2%
WU vs SHAK
+31.3%
-54.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -5.0% | -11.0% | +6.0% | -3.3% |
| 30D | -2.3% | -14.0% | +11.8% | -0.1% |
| 3M | -3.2% | +13.3% | -16.5% | -5.4% |
| 6M | -25.0% | -35.3% | +10.3% | -21.4% |
| YTD | -21.7% | -24.0% | +2.3% | -20.1% |
| 1Y | -9.0% | -36.7% | +27.7% | -4.9% |
| 3Y | -28.9% | -5.4% | -23.5% | -32.9% |
| 5Y | -51.0% | -24.9% | -26.1% | -53.8% |
| 10Y | -40.1% | +79.6% | -119.7% | -53.9% |
| All | -23.2% | +31.3% | -54.5% | -39.7% |
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