+72.0%
WHR vs SPY
+3,015.5%
-2,943.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.6% |
| 7D | +0.6% | -0.6% | +1.2% | +1.3% |
| 30D | +5.1% | -3.7% | +8.8% | +9.2% |
| 3M | -28.1% | -2.7% | -25.4% | -26.1% |
| 6M | -32.6% | +2.2% | -34.8% | -34.1% |
| YTD | -57.4% | +10.8% | -68.3% | -61.8% |
| 1Y | -52.5% | +11.2% | -63.7% | -57.6% |
| 3Y | -67.7% | +76.5% | -144.2% | -82.3% |
| 5Y | -82.5% | +72.9% | -155.4% | -90.2% |
| 10Y | -72.8% | +304.8% | -377.6% | -93.5% |
| All | +72.0% | +3,015.5% | -2,943.5% | -91.9% |
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 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