+34.7%
WH vs SPY
+220.1%
-185.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -5.7% | +0.1% | -5.7% | -5.7% |
| 3M | -9.4% | +2.0% | -11.4% | -11.7% |
| 6M | -9.8% | +13.0% | -22.8% | -21.7% |
| YTD | -3.9% | +13.5% | -17.5% | -17.1% |
| 1Y | -14.9% | +20.0% | -34.9% | -31.3% |
| 3Y | -1.3% | +77.2% | -78.5% | -49.3% |
| 5Y | +10.7% | +81.9% | -71.2% | -44.9% |
| All | +34.7% | +220.1% | -185.4% | -63.4% |
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