-100.0%
WKHS vs SPY
+845.7%
-945.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.8% |
| 7D | -12.9% | +0.5% | -13.5% | -13.4% |
| 30D | -6.9% | -0.9% | -6.0% | -6.2% |
| 3M | -5.2% | +3.9% | -9.1% | -8.1% |
| 6M | -9.9% | +14.5% | -24.4% | -18.5% |
| YTD | -39.1% | +12.9% | -52.0% | -44.1% |
| 1Y | -78.5% | +19.4% | -97.8% | -81.1% |
| 3Y | -99.8% | +78.5% | -178.3% | -99.9% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +845.7% | -945.7% | -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 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