+46.0%
WH vs SPY
+206.3%
-160.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | +2.9% | -2.7% | +5.6% | +5.9% |
| 30D | +7.1% | -5.4% | +12.5% | +13.8% |
| 3M | +3.5% | -4.1% | +7.6% | +8.2% |
| 6M | -6.1% | +0.7% | -6.8% | -7.3% |
| YTD | +4.1% | +8.7% | -4.5% | -5.8% |
| 1Y | +9.8% | +10.9% | -1.1% | -3.1% |
| 3Y | +9.4% | +75.0% | -65.6% | -43.2% |
| 5Y | -2.1% | +67.8% | -69.9% | -46.4% |
| All | +46.0% | +206.3% | -160.3% | -58.4% |
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