-88.8%
SPWH vs SPY
+387.3%
-476.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | +2.8% | -2.7% | +5.5% | +5.5% |
| 30D | -2.7% | -5.4% | +2.7% | +2.5% |
| 3M | -7.6% | -4.1% | -3.5% | -3.9% |
| 6M | -23.8% | +0.7% | -24.5% | -24.0% |
| YTD | -25.3% | +8.7% | -34.0% | -30.4% |
| 1Y | -48.1% | +10.9% | -59.0% | -52.4% |
| 3Y | -78.2% | +75.0% | -153.2% | -86.1% |
| 5Y | -93.7% | +67.8% | -161.5% | -95.8% |
| 10Y | -88.0% | +312.9% | -400.8% | -95.8% |
| All | -88.8% | +387.3% | -476.1% | -96.6% |
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