-28.9%
WHWK vs SPY
+79.4%
-108.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +3.6% |
| 7D | +2.2% | -0.9% | +3.1% | +3.4% |
| 30D | -4.1% | -2.4% | -1.8% | -1.2% |
| 3M | -30.6% | -1.2% | -29.5% | -29.6% |
| 6M | -14.7% | +3.3% | -18.0% | -17.4% |
| YTD | +33.9% | +12.3% | +21.6% | +17.8% |
| 1Y | +45.3% | +12.4% | +32.8% | +28.2% |
| All | -28.9% | +79.4% | -108.3% | -70.2% |
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