-67.9%
WHR vs SPY
+75.1%
-143.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.5% |
| 7D | +2.0% | -2.7% | +4.7% | +4.9% |
| 30D | +4.6% | -5.4% | +10.0% | +10.5% |
| 3M | -29.0% | -4.1% | -24.9% | -26.0% |
| 6M | -44.2% | +0.7% | -44.9% | -44.6% |
| YTD | -57.1% | +8.7% | -65.8% | -60.7% |
| 1Y | -54.2% | +10.9% | -65.1% | -58.9% |
| 3Y | -67.9% | +75.0% | -142.9% | -85.9% |
| All | -67.9% | +75.1% | -143.0% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling