+9.1%
WHF vs SPY
+67.4%
-58.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.3% | -2.7% | +8.0% | +6.3% |
| 30D | +23.8% | -5.4% | +29.2% | +26.3% |
| 3M | +33.0% | -4.1% | +37.1% | +35.0% |
| 6M | +20.8% | +0.7% | +20.1% | +20.4% |
| YTD | +36.9% | +8.7% | +28.3% | +32.6% |
| 1Y | +37.5% | +10.9% | +26.6% | +32.1% |
| 3Y | +10.4% | +75.0% | -64.6% | -11.6% |
| All | +9.1% | +67.4% | -58.3% | -16.0% |
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