-67.2%
WHR vs SPY
+312.5%
-379.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -5.4% | -0.4% | -5.0% | -5.0% |
| 30D | -12.7% | -1.4% | -11.3% | -11.2% |
| 3M | -11.1% | +3.7% | -14.8% | -14.6% |
| 6M | -37.3% | +13.0% | -50.3% | -45.5% |
| YTD | -48.3% | +12.4% | -60.7% | -54.8% |
| 1Y | -59.7% | +18.5% | -78.2% | -67.0% |
| 3Y | -68.4% | +77.6% | -146.1% | -84.1% |
| 5Y | -78.4% | +81.7% | -160.0% | -89.4% |
| 10Y | -67.2% | +319.7% | -386.9% | -94.1% |
| All | -67.2% | +312.5% | -379.8% | -94.1% |
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