+255.3%
WHG vs SPY
+1,072.6%
-817.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +12.3% | +2.0% | +10.3% | +9.8% |
| 6M | +9.5% | +13.0% | -3.5% | -2.7% |
| YTD | +12.4% | +13.5% | -1.2% | -0.6% |
| 1Y | +11.9% | +20.0% | -8.0% | -6.0% |
| 3Y | +115.2% | +77.2% | +38.0% | +22.6% |
| 5Y | +3.8% | +81.9% | -78.1% | -44.1% |
| 10Y | -34.9% | +314.1% | -349.0% | -83.4% |
| All | +255.3% | +1,072.6% | -817.2% | -56.2% |
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