+251.2%
WHG vs SPY
+1,022.2%
-771.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -1.1% | -2.7% | +1.6% | +1.4% |
| 30D | -3.2% | -5.4% | +2.2% | +1.7% |
| 3M | -3.6% | -4.1% | +0.5% | 0.0% |
| 6M | +18.7% | +0.7% | +18.0% | +17.3% |
| YTD | +11.1% | +8.7% | +2.4% | +2.1% |
| 1Y | +14.9% | +10.9% | +4.1% | +3.6% |
| 3Y | +90.2% | +75.0% | +15.2% | +9.3% |
| 5Y | +29.5% | +67.8% | -38.3% | -24.6% |
| 10Y | -36.6% | +312.9% | -349.4% | -83.8% |
| All | +251.2% | +1,022.2% | -771.0% | -55.0% |
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 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