-87.4%
SPWH vs SPY
+315.0%
-402.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +3.6% | -3.3% | +7.0% | +7.2% |
| 3M | -3.4% | -2.4% | -1.0% | -1.0% |
| 6M | -23.0% | +2.6% | -25.5% | -24.6% |
| YTD | -21.9% | +11.2% | -33.2% | -29.1% |
| 1Y | -43.6% | +13.4% | -57.0% | -49.6% |
| 3Y | -74.1% | +79.9% | -154.0% | -84.1% |
| 5Y | -93.4% | +72.2% | -165.6% | -95.8% |
| 10Y | -87.4% | +307.3% | -394.7% | -95.5% |
| All | -87.4% | +315.0% | -402.4% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling