+215.6%
WHD vs SPY
+219.5%
-3.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| YTD | +30.4% | +10.8% | +19.6% | +14.5% |
| 1Y | +37.8% | +11.2% | +26.5% | +20.5% |
| 3Y | +37.7% | +76.5% | -38.8% | -30.9% |
| 5Y | +49.0% | +72.9% | -24.0% | -23.7% |
| All | +215.6% | +219.5% | -3.9% | -19.9% |
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