-87.5%
SPWH vs SPY
+311.3%
-398.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | +6.2% | +0.5% | +5.7% | +5.7% |
| 30D | +8.1% | -0.9% | +9.0% | +9.0% |
| 3M | +0.4% | +3.9% | -3.5% | -3.3% |
| 6M | -8.3% | +14.5% | -22.8% | -19.2% |
| YTD | -12.7% | +12.9% | -25.6% | -21.9% |
| 1Y | -59.8% | +19.4% | -79.1% | -65.7% |
| 3Y | -61.9% | +78.5% | -140.4% | -76.6% |
| 5Y | -92.8% | +81.8% | -174.6% | -95.7% |
| 10Y | -87.5% | +311.5% | -399.0% | -95.9% |
| All | -87.5% | +311.3% | -398.8% | -95.9% |
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