+216.1%
WHF vs SPY
+561.2%
-345.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +5.3% | -2.7% | +8.0% | +7.1% |
| 30D | +23.8% | -5.4% | +29.2% | +28.2% |
| 3M | +33.0% | -4.1% | +37.1% | +36.5% |
| 6M | +20.8% | +0.7% | +20.1% | +19.9% |
| YTD | +36.9% | +8.7% | +28.3% | +29.1% |
| 1Y | +37.5% | +10.9% | +26.6% | +27.8% |
| 3Y | +10.4% | +75.0% | -64.6% | -26.2% |
| 5Y | +8.0% | +67.8% | -59.8% | -27.0% |
| 10Y | +179.2% | +312.9% | -133.7% | +1.5% |
| All | +216.1% | +561.2% | -345.1% | -10.2% |
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