+182.3%
WWD vs SHAK
-22.8%
+205.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | -2.6% | -8.3% | +5.7% | -0.9% |
| 30D | -6.9% | -12.6% | +5.7% | -4.4% |
| 3M | -13.0% | +9.1% | -22.2% | -15.2% |
| 6M | -12.5% | -31.2% | +18.8% | -7.0% |
| YTD | +11.8% | -21.6% | +33.4% | +15.1% |
| 1Y | +41.1% | -38.8% | +79.8% | +52.6% |
| 3Y | +163.1% | +0.6% | +162.4% | +145.1% |
| All | +182.3% | -22.8% | +205.1% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling