+51.1%
WH vs SPY
+213.6%
-162.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +0.9% |
| 7D | +1.9% | +0.1% | +1.9% | +1.8% |
| 30D | +8.1% | -3.3% | +11.4% | +12.2% |
| 3M | +9.1% | -2.4% | +11.6% | +12.0% |
| 6M | -2.0% | +2.6% | -4.6% | -5.2% |
| YTD | +7.8% | +11.2% | -3.5% | -5.0% |
| 1Y | +11.0% | +13.4% | -2.4% | -4.4% |
| 3Y | +12.3% | +79.9% | -67.6% | -43.4% |
| 5Y | +1.5% | +72.2% | -70.7% | -46.0% |
| All | +51.1% | +213.6% | -162.4% | -58.1% |
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 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