-88.5%
WDH vs SPY
+92.9%
-181.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -3.8% | -3.3% | -0.5% | -1.7% |
| 3M | +3.0% | -2.4% | +5.4% | +4.6% |
| 6M | -34.0% | +2.6% | -36.5% | -35.4% |
| YTD | -44.8% | +11.2% | -56.0% | -49.1% |
| 1Y | -34.4% | +13.4% | -47.8% | -40.2% |
| 3Y | -2.7% | +79.9% | -82.6% | -35.8% |
| 5Y | -41.7% | +72.2% | -113.9% | -58.9% |
| All | -88.5% | +92.9% | -181.4% | -93.9% |
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