-100.0%
WKHS vs SPY
+79.8%
-179.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.2% |
| 7D | -3.2% | -2.0% | -1.2% | +0.3% |
| 30D | -2.9% | -1.7% | -1.2% | -0.1% |
| 3M | -1.3% | +4.7% | -6.0% | -9.4% |
| 6M | -12.9% | +12.5% | -25.4% | -27.9% |
| YTD | -40.3% | +11.7% | -52.0% | -49.7% |
| 1Y | -78.2% | +17.5% | -95.6% | -83.2% |
| 3Y | -99.8% | +76.6% | -176.4% | -99.9% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +79.8% | -179.8% | -100.0% |
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