And while Wales can be proud of their performances across the Invesco Perpetual Series encounters, Shanklin says the entire squad are bitterly disappointed to have been beaten by the world's best three sides this month.
"We can certainly take a bit of confidence from the games but we are a little bit tired of playing well and losing," said Shanklin, who won his 70th international cap in the final Test of the year.
"We're disappointed not to have won one game. We've come close, and we can probably take confidence from that.
"As always, we put everything we had into that last game but, unfortunately, it wasn't to be again.
"The score's irrelevant, though, because we lost the game. We would rather have played poorly and won because we're desperate for a win.
"We've played well in patches, for 50 or 60 minutes of games, but if we could do it for 80 minutes we would turn these losses into wins."
The All Blacks cemented their position as the globe's top-ranked side with a typically clinical performance in Cardiff, scoring five tries as they followed up November wins over England, Scotland and Ireland.
But while Shanklin praised New Zealand's counter attacking ability, he was quick to admit that mistakes didn't aid the Welsh cause.
Head coach Warren Gatland stated that four of those tries came from kick receptions and Shanklin knows that, if Wales had been able to keep their concentration for the full match, they could perhaps have been celebrating a famous victory.
"When you give the ball away against teams like New Zealand they will put you to bed," added Shanklin.
"We came close but then a lapse of concentration let them back into the game and, against teams like New Zealand, you cannot do that because they show what they can do.
"Those 20 or 30 minutes that we switched off cost us. It was a lesson in finishing and also in looking after the ball.
"If we can play well and play smart for the full 80 then I am very confident we can beat teams."