+264.9%
WHD vs SPY
+222.1%
+42.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.3% |
| 7D | -4.5% | -2.0% | -2.5% | -2.1% |
| 30D | -4.8% | -1.7% | -3.2% | -2.8% |
| 3M | +18.0% | +4.7% | +13.3% | +11.5% |
| 6M | +41.4% | +12.5% | +28.9% | +21.8% |
| YTD | +50.8% | +11.7% | +39.1% | +31.3% |
| 1Y | +66.8% | +17.5% | +49.3% | +36.6% |
| 3Y | +27.9% | +76.6% | -48.6% | -36.0% |
| 5Y | +102.6% | +82.0% | +20.6% | -3.0% |
| All | +264.9% | +222.1% | +42.9% | -8.2% |
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