+717.3%
WWD vs SHAK
+34.1%
+683.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.0% |
| 7D | +0.6% | -7.2% | +7.8% | +2.3% |
| 30D | -5.1% | -11.8% | +6.7% | -2.4% |
| 3M | -11.2% | +17.2% | -28.4% | -15.1% |
| 6M | -12.0% | -34.1% | +22.1% | -5.3% |
| YTD | +12.0% | -22.4% | +34.4% | +15.6% |
| 1Y | +42.8% | -35.9% | +78.7% | +53.4% |
| 3Y | +168.9% | -3.4% | +172.3% | +150.0% |
| 5Y | +192.2% | -25.4% | +217.6% | +174.5% |
| 10Y | +495.3% | +83.4% | +411.8% | +335.5% |
| All | +717.3% | +34.1% | +683.2% | +506.7% |
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