-93.2%
WHWK vs SPY
+222.2%
-315.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +13.0% | +0.1% | +13.0% | +12.9% |
| 3M | +4.5% | +2.0% | +2.6% | +3.3% |
| 6M | +41.5% | +13.0% | +28.5% | +30.9% |
| YTD | +90.1% | +13.5% | +76.5% | +75.1% |
| 1Y | +154.1% | +20.0% | +134.2% | +127.1% |
| 3Y | -21.5% | +77.2% | -98.7% | -43.7% |
| 5Y | -83.3% | +81.9% | -165.2% | -88.2% |
| All | -93.2% | +222.2% | -315.3% | -96.1% |
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