+70.9%
WHR vs SPY
+3,056.6%
-2,985.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.1% |
| 7D | -7.8% | -0.9% | -6.9% | -6.9% |
| 30D | +4.3% | -2.4% | +6.6% | +6.7% |
| 3M | -30.9% | -1.2% | -29.8% | -30.2% |
| 6M | -26.7% | +3.3% | -30.0% | -29.2% |
| YTD | -57.7% | +12.3% | -70.0% | -62.6% |
| 1Y | -53.2% | +12.4% | -65.7% | -58.7% |
| 3Y | -67.9% | +78.8% | -146.7% | -82.7% |
| 5Y | -82.9% | +75.2% | -158.1% | -90.5% |
| 10Y | -72.6% | +311.1% | -383.7% | -93.5% |
| All | +70.9% | +3,056.6% | -2,985.7% | -92.0% |
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