+37.7%
WHD vs SPY
+78.4%
-40.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | -4.6% | -0.6% | -4.1% | -4.0% |
| 30D | -6.7% | -3.7% | -3.1% | -2.4% |
| 3M | -16.6% | -2.7% | -13.8% | -13.7% |
| 6M | +9.8% | +2.2% | +7.6% | +6.7% |
| YTD | +30.4% | +10.8% | +19.6% | +14.3% |
| 1Y | +37.8% | +11.2% | +26.5% | +20.3% |
| 3Y | +37.7% | +76.5% | -38.8% | -35.7% |
| All | +37.7% | +78.4% | -40.6% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling