-82.9%
WSHP vs SPY
+15.5%
-98.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +3.5% |
| 7D | -0.4% | -0.4% | 0.0% | +0.8% |
| 30D | +1.8% | -1.4% | +3.1% | +7.0% |
| 3M | -6.5% | +3.7% | -10.2% | -21.9% |
| 6M | -67.3% | +13.0% | -80.3% | -82.1% |
| YTD | -94.6% | +12.4% | -107.0% | -97.2% |
| All | -82.9% | +15.5% | -98.4% | -93.7% |
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