-73.5%
WHR vs SPY
+307.0%
-380.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -4.8% | +2.6% | -7.4% | -7.6% |
| 30D | +5.2% | -2.0% | +7.2% | +7.3% |
| 3M | -32.2% | -2.8% | -29.4% | -30.0% |
| 6M | -30.4% | +2.1% | -32.6% | -32.1% |
| YTD | -59.2% | +11.5% | -70.7% | -64.1% |
| 1Y | -54.6% | +13.5% | -68.1% | -60.9% |
| 3Y | -68.3% | +77.7% | -146.0% | -84.1% |
| 5Y | -84.0% | +72.6% | -156.6% | -91.7% |
| All | -73.5% | +307.0% | -380.6% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling