-91.3%
WSHP vs SPY
+14.6%
-105.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +8.5% |
| 7D | +24.1% | +2.6% | +21.5% | +14.4% |
| 30D | -31.2% | -2.0% | -29.2% | -26.8% |
| 3M | -47.9% | -2.8% | -45.1% | -42.9% |
| 6M | -63.3% | +2.1% | -65.5% | -67.5% |
| YTD | -97.2% | +11.5% | -108.7% | -98.5% |
| All | -91.3% | +14.6% | -105.9% | -96.7% |
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 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