-95.2%
WHWK vs SPY
+218.6%
-313.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.3% |
| 7D | +2.2% | -0.9% | +3.1% | +3.0% |
| 30D | -4.1% | -2.4% | -1.8% | -2.4% |
| 3M | -30.6% | -1.2% | -29.5% | -30.0% |
| 6M | -14.7% | +3.3% | -18.0% | -16.2% |
| YTD | +33.9% | +12.3% | +21.6% | +24.5% |
| 1Y | +45.3% | +12.4% | +32.8% | +35.4% |
| 3Y | -29.4% | +78.8% | -108.2% | -49.5% |
| 5Y | -85.1% | +75.2% | -160.3% | -89.3% |
| All | -95.2% | +218.6% | -313.8% | -97.2% |
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 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