-86.7%
SPWH vs SPY
+409.2%
-495.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.4% |
| 7D | +12.1% | +0.1% | +12.0% | +11.9% |
| 30D | +10.2% | +0.1% | +10.1% | +10.1% |
| 3M | -7.1% | +2.0% | -9.1% | -8.7% |
| 6M | -9.7% | +13.0% | -22.7% | -19.0% |
| YTD | -11.0% | +13.5% | -24.5% | -20.4% |
| 1Y | -56.8% | +20.0% | -76.8% | -63.1% |
| 3Y | -72.3% | +77.2% | -149.5% | -82.6% |
| 5Y | -92.7% | +81.9% | -174.6% | -95.5% |
| 10Y | -87.5% | +314.1% | -401.6% | -95.7% |
| All | -86.7% | +409.2% | -495.8% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling