-84.8%
WHWK vs SPY
+81.0%
-165.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.0% |
| 7D | -11.0% | -0.4% | -10.7% | -10.7% |
| 30D | -7.9% | -1.4% | -6.5% | -6.5% |
| 3M | -0.7% | +3.7% | -4.4% | -4.5% |
| 6M | +2.7% | +13.0% | -10.3% | -9.5% |
| YTD | +73.1% | +12.4% | +60.7% | +53.0% |
| 1Y | +132.8% | +18.5% | +114.2% | +96.0% |
| 3Y | -18.3% | +77.6% | -96.0% | -54.4% |
| 5Y | -84.8% | +81.7% | -166.5% | -90.9% |
| All | -84.8% | +81.0% | -165.8% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling