-2.9%
WY vs SHAK
+35.4%
-38.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.4% |
| 7D | -4.2% | -8.3% | +4.1% | -2.4% |
| 30D | -10.1% | -12.6% | +2.6% | -7.5% |
| 3M | -8.5% | +9.1% | -17.6% | -10.8% |
| 6M | -3.3% | -31.2% | +27.9% | +2.4% |
| YTD | -4.4% | -21.6% | +17.2% | -2.2% |
| 1Y | -11.5% | -38.8% | +27.3% | -4.6% |
| 3Y | -24.3% | +0.6% | -24.9% | -31.4% |
| 5Y | -21.3% | -22.5% | +1.2% | -28.0% |
| 10Y | +7.0% | +85.3% | -78.3% | -24.7% |
| All | -2.9% | +35.4% | -38.4% | -32.7% |
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