+31.1%
WH vs SPY
+218.3%
-187.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.1% |
| 7D | -1.6% | +0.5% | -2.2% | -2.2% |
| 30D | -5.3% | -0.9% | -4.4% | -4.3% |
| 3M | -11.7% | +3.9% | -15.6% | -15.5% |
| 6M | -8.0% | +14.5% | -22.5% | -21.4% |
| YTD | -6.5% | +12.9% | -19.4% | -18.8% |
| 1Y | -18.8% | +19.4% | -38.2% | -34.1% |
| 3Y | -3.3% | +78.5% | -81.7% | -50.7% |
| 5Y | +8.7% | +81.8% | -73.0% | -45.8% |
| All | +31.1% | +218.3% | -187.2% | -64.2% |
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