+46.9%
WH vs SPY
+205.4%
-158.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | +1.5% |
| 7D | +1.2% | -4.7% | +5.9% | +6.6% |
| 30D | +7.1% | -5.9% | +13.0% | +14.5% |
| 3M | +2.9% | -4.5% | +7.4% | +8.2% |
| 6M | -2.0% | +1.8% | -3.8% | -4.4% |
| YTD | +4.8% | +8.3% | -3.5% | -4.9% |
| 1Y | +9.5% | +9.3% | +0.1% | -1.9% |
| 3Y | +10.6% | +74.9% | -64.3% | -42.5% |
| 5Y | -1.5% | +67.3% | -68.7% | -45.9% |
| All | +46.9% | +205.4% | -158.4% | -58.0% |
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