-11.7%
WHF vs SPY
+82.0%
-93.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +8.4% | +0.1% | +8.3% | +8.4% |
| 3M | +4.6% | +2.0% | +2.6% | +3.8% |
| 6M | +7.3% | +13.0% | -5.7% | +2.5% |
| YTD | +9.6% | +13.5% | -3.9% | +4.5% |
| 1Y | -4.6% | +20.0% | -24.5% | -10.8% |
| 3Y | -15.8% | +77.2% | -92.9% | -32.5% |
| All | -11.7% | +82.0% | -93.8% | -32.8% |
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