+107.7%
WHD vs SPY
+81.8%
+25.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -1.7% | +0.5% | -2.2% | -2.3% |
| 30D | +2.6% | -0.9% | +3.6% | +3.7% |
| 3M | +17.3% | +3.9% | +13.4% | +12.4% |
| 6M | +39.6% | +14.5% | +25.1% | +19.6% |
| YTD | +53.3% | +12.9% | +40.4% | +33.6% |
| 1Y | +67.5% | +19.4% | +48.2% | +37.4% |
| 3Y | +30.0% | +78.5% | -48.4% | -29.3% |
| All | +107.7% | +81.8% | +25.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling