-94.0%
WHWK vs SPY
+217.0%
-311.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | -12.1% | -2.0% | -10.1% | -10.8% |
| 30D | -12.8% | -1.7% | -11.2% | -11.9% |
| 3M | +1.2% | +4.7% | -3.5% | -1.8% |
| 6M | +1.0% | +12.5% | -11.5% | -6.2% |
| YTD | +68.2% | +11.7% | +56.5% | +56.7% |
| 1Y | +127.4% | +17.5% | +109.9% | +106.2% |
| 3Y | -20.7% | +76.6% | -97.2% | -42.9% |
| 5Y | -85.4% | +82.0% | -167.5% | -89.7% |
| All | -94.0% | +217.0% | -311.0% | -96.5% |
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