Historical Price Data for Portfolio 'WIP'

This table lists the data that was used for analysis. "PORT" represents the total portfolio value. "MAR" represents the money-at-risk for this portfolio. For portfolios that include securities held short, the money-at-risk will be greater than the value. S&P500 refers the S&P500 Index.

Shares_Held0800030000300040000150004500020003500750050001500275075001750-1500
mm/dd/yyARQLBCHECPROCSCODURADWTIFRTEFSONINTCKLACMMCNORCLPFEFONRMDYSANMYHOOPORTMARS&P500
03/11/9823.22822.7003.23562.66324.2063.9916.2415.00076.11039.14718.91327.60787.90668.56217.16337.90942.384$1903088.00$2030241.251068.47
03/12/9822.45622.2883.20763.57224.5383.9196.7035.03576.21338.75620.65027.70086.66068.35018.33737.53441.441$1930926.75$2055248.501069.92
03/16/9821.52522.6693.32864.53525.0353.7006.5474.91677.41938.60022.11929.54487.39169.67519.04437.93142.638$1965855.88$2093768.381079.27
03/17/9821.04422.7663.17264.38825.3853.7566.6474.97276.93837.12221.25029.12589.11069.91618.75538.45042.156$1954892.00$2081358.501080.45
03/18/9820.73723.0383.14763.50326.1103.6536.3784.93176.56036.13820.34428.93188.73870.09118.95536.67842.276$1936868.00$2063695.251085.52
03/19/9821.22423.6003.06963.96627.5723.7666.3854.76677.34137.75620.60029.27589.62570.71920.87535.66842.444$1965216.12$2092547.381089.74
03/20/9821.60323.8623.18163.95028.1583.7756.2624.70076.49437.81921.36229.02891.55073.05321.26734.05541.860$1981519.62$2107100.001099.16
03/23/9821.28123.4723.16264.26627.7193.7946.4284.63275.21737.61021.71929.45396.54171.57220.57533.74941.422$1976279.12$2100544.751100.40
03/24/9820.81223.4694.15066.85628.0253.6166.8094.62575.15336.76021.79130.14195.57871.45021.11633.55942.501$2021499.62$2149004.001105.65
03/25/9821.65023.0534.33869.62527.2943.5757.3334.51276.03838.48521.43830.83794.98870.76020.65633.61944.144$2032019.38$2164450.751101.93
03/26/9821.93823.2013.78869.26026.9503.5817.2444.51277.61338.48820.87230.99494.35670.04120.06034.31944.325$2006142.12$2139117.501100.80
03/27/9821.10623.3783.82269.53526.6003.5917.2034.21978.68538.32820.32531.25096.08869.17219.64434.63045.220$1989250.75$2124912.001095.44
03/30/9820.97823.7373.61668.25726.0503.4507.1414.13777.95337.85019.98731.05397.64768.63219.48734.69746.242$1966923.75$2105650.001093.55
03/31/9822.10324.0383.73768.23125.1133.4477.3724.30077.45738.09120.38831.45798.48568.27819.70635.00546.542$1986811.75$2126438.751101.75
04/01/9821.38825.2563.66668.95024.2443.4387.5634.43177.43839.28820.14431.48199.27267.37819.47535.54147.619$2000596.88$2143453.001108.15
04/02/9820.80626.5913.66669.82523.5753.5357.8504.76976.65340.70021.20330.53599.68867.59120.81935.46250.850$2043615.75$2196165.751120.01
04/03/9820.26926.5193.70370.62523.7133.7198.1474.91676.72839.38521.71228.556101.17568.30623.11635.90851.772$2068483.88$2223799.501122.70
04/06/9820.10026.3383.64470.03523.9633.9758.1104.84175.04138.16621.09427.375103.11367.13122.51936.94250.558$2041186.75$2192859.751121.38
04/07/9819.35625.5663.66068.60623.5103.7357.8004.73873.21337.01920.31926.891101.74766.07521.38535.85347.731$1993052.62$2136246.501109.55
04/08/9819.08124.2063.55368.73823.2253.7077.6174.71972.67837.17219.83727.04199.81366.54721.66735.39247.963$1970634.75$2114522.251101.65
04/09/9819.91924.0623.76967.71923.5193.8007.6754.93173.94437.39419.76027.02599.33567.31322.03135.76355.397$1980754.25$2146944.751110.67
04/13/9819.63823.6563.86366.54123.4353.5787.3354.88775.16938.15619.87527.722100.51066.83121.36936.02756.384$1973289.12$2142442.251109.69
04/14/9819.19423.5563.64767.10323.0383.3757.3134.81975.86938.73119.87828.40099.63866.61921.69439.56257.072$1975227.88$2146443.501115.75
04/15/9819.03823.8473.58569.65322.8693.3827.1944.88776.46939.55020.54428.39498.29167.68822.37542.19758.745$2001125.50$2177361.751119.32
04/16/9818.91623.7853.52570.43523.1413.8067.2824.83173.98539.32220.86227.72599.27568.34421.58743.08662.125$1988194.62$2174569.501108.17
04/17/9818.94424.4313.67569.98823.0913.8697.4414.88774.68239.00321.50027.263103.03569.93121.38142.52561.253$2012788.88$2196548.251122.72
04/20/9818.76324.5243.62271.76323.9474.0727.3974.96075.80339.64722.81627.335111.44471.04123.85343.30662.162$2072201.75$2258689.251123.65
04/21/9818.72524.6313.72273.23525.8024.6207.5634.81378.39741.09724.66327.475117.87570.28124.63144.06962.469$2122849.50$2310258.001126.67
04/22/9818.93124.9033.80673.68826.4974.7167.7694.84181.92842.43825.40027.456115.42870.06923.42844.24760.466$2143286.50$2324683.501130.54
04/23/9818.53525.2913.71672.49425.9914.4637.7034.62883.31342.36924.20026.632115.24470.02822.98544.13656.830$2118469.50$2288959.001119.58
04/24/9817.92525.3373.67271.75025.4324.4447.3864.50082.04742.40023.92226.488117.64169.48522.58744.26357.191$2096103.12$2267675.001107.90
04/27/9816.87824.5253.72870.40724.5694.3787.1604.63780.10041.56022.82526.188114.50168.37220.70042.82755.866$2047592.62$2215189.501086.54
04/28/9816.88124.6193.70171.29424.6884.3757.1254.54479.91641.50622.71226.444114.51968.16920.86642.96958.902$2042186.75$2218891.751085.11
04/29/9817.20024.9313.70771.60025.0414.5037.1694.51979.80641.02522.87526.331112.67568.05021.21243.64759.059$2045948.00$2223126.001094.62
04/30/9817.36625.3753.89773.25326.0474.5387.0824.52880.67840.77222.78826.303112.83568.56622.17244.66959.786$2072936.88$2252295.001111.77
05/01/9816.78125.1414.05673.67526.0944.3476.8254.62581.54740.30523.31225.797113.35668.35722.16346.01659.388$2082408.00$2260570.501121.02
05/04/9816.67525.1974.11974.96925.9284.2787.0194.56382.19140.54126.07526.100113.31069.03822.11946.77860.270$2113899.00$2294710.001122.07
05/05/9816.83725.1633.88574.46026.0314.0917.1254.57681.88841.08527.01925.813112.01369.12821.25845.49558.814$2106339.25$2282781.751115.50
05/06/9816.66925.2003.91975.71925.8373.9786.8784.48881.68541.02526.37226.235110.25068.49721.04445.34457.961$2094682.12$2268565.251104.92
05/07/9816.53125.1063.96375.85625.3443.9446.9164.56381.24740.29726.37526.153107.88167.35020.42544.14457.686$2080800.38$2253858.501095.14
05/08/9816.11924.9603.91375.40325.8034.1256.8334.41682.52240.97826.90326.481109.51967.93119.94943.55058.147$2080025.88$2254466.501108.14
05/11/9816.50624.4623.74175.55025.8414.2447.0414.43183.21941.60226.03526.428111.90669.92218.58143.64958.095$2071149.62$2245436.001106.64
05/12/9815.74124.6853.91075.61026.8374.2946.9674.50083.58241.39125.61026.019111.46069.41618.85243.55357.345$2079825.88$2251862.251115.79
05/13/9816.21925.0193.91076.20027.8784.2976.7914.50084.69141.20027.06926.006111.07269.96619.28543.92860.166$2098819.75$2279316.751118.86
05/14/9816.90325.1003.86275.85727.6664.1316.8944.30684.27540.25627.67526.056108.66970.17819.83943.30860.923$2088583.50$2271353.501117.37
05/15/9817.07525.4603.80676.41627.6784.1976.7924.18181.56939.07828.12525.897106.30070.16320.00642.59759.951$2075263.38$2255117.751108.73
05/18/9816.53525.7813.82877.12528.0663.9606.7223.96379.68838.50027.85025.678108.12872.13119.07241.47558.711$2063382.38$2239515.001105.82
05/19/9816.10026.3193.63879.45327.9473.8866.5284.25079.66938.94127.31225.988112.80372.20719.08642.43659.016$2086071.50$2263120.501109.52
05/20/9815.49426.5033.64779.81927.7033.9106.0413.95377.97538.23727.65025.597113.29771.46918.85642.62758.944$2059455.62$2236286.751119.06
05/21/9815.36326.7973.58578.27527.3973.7255.7063.87575.10337.08127.66924.916110.67871.84118.38541.78758.775$2024812.50$2201137.501114.64
05/22/9815.61326.9533.55677.34726.6813.5135.7104.02574.47235.86327.30624.410107.11672.89717.72241.34157.588$2009180.62$2181943.251110.47
05/26/9815.04426.9853.72576.71925.9783.4665.6493.91074.92835.39725.63124.247104.86972.83817.27241.10855.684$1985131.00$2152184.251094.02
05/27/9813.70626.2913.61276.56025.5193.1885.4563.61273.89735.57223.92823.731105.22571.83516.64239.86855.622$1931814.62$2098680.251092.23
05/28/9813.44426.2443.55677.79426.2003.1665.3313.79773.64436.36925.01624.247106.95372.84416.64440.07555.966$1960854.75$2128751.751097.59
05/29/9814.15626.3133.49476.71026.2413.2225.1694.01272.44135.06925.87224.144106.18872.83816.32039.37555.009$1959271.50$2124299.751090.82
06/01/9813.66925.8033.09774.57826.0513.3005.1253.91068.55632.30625.88123.169103.97571.95316.20337.88952.966$1902455.25$2061352.251090.98
06/02/9813.50625.9003.17575.84725.8253.2374.9804.00769.07531.02826.40623.660104.72872.73515.81336.58652.201$1912831.50$2069435.751093.03
06/03/9813.47525.9813.07275.86925.6663.1254.8514.02867.85029.68127.22523.991103.71071.90016.97536.14151.825$1914168.38$2069643.381082.73
06/04/9813.33525.6253.02876.06925.5883.0564.4444.00067.93528.63826.73724.378105.29171.41317.43836.85051.172$1904423.75$2057939.501094.83
06/05/9813.46025.2632.98577.06325.7913.0564.4003.81969.40027.86626.09425.544107.94470.98518.25037.76951.938$1905779.50$2061592.001113.86
06/08/9813.25324.8313.02577.51926.7533.0224.4583.50069.44428.06325.48725.816108.41671.46319.01939.01653.703$1900191.00$2061300.501115.72
06/09/9812.78124.5033.16678.56227.8622.9504.0383.62569.70028.47525.33726.003110.62671.81619.75640.03457.370$1916548.25$2088659.001118.41
06/10/9813.46324.6663.08279.05028.4132.9724.2133.59169.14428.03125.30025.288109.71972.44118.86239.04257.905$1904663.50$2078378.001112.28
06/11/9813.92524.9663.18879.26027.8602.8784.6303.40668.68827.58125.34424.653108.24171.31917.77836.99457.588$1884751.50$2057514.001094.58
06/12/9814.08125.1533.11978.82827.5222.9194.4473.58168.19425.58524.71924.715108.27570.61917.37535.47857.258$1867240.00$2039013.001098.84
06/15/9813.98124.5063.06878.36226.6122.9534.3233.75067.18725.27523.47824.709107.66269.35017.52534.25656.903$1843936.88$2014646.381077.01
06/16/9814.27024.5223.11579.37524.8882.8594.3083.62568.82827.11224.06624.450109.49769.66017.91936.38859.645$1854755.25$2033691.501087.59
06/17/9814.58124.9353.07580.68524.3372.9314.4153.58169.57527.60625.36924.531111.50671.71618.33136.11363.994$1876367.00$2068348.251107.10
06/18/9813.27524.9353.12581.53423.5812.8194.7753.37569.38527.67825.85024.856113.44173.28518.25035.53165.175$1882435.75$2077960.751106.37
06/19/9812.25024.9943.14782.80022.2382.8355.2223.63870.15627.22526.39024.400112.72272.38417.80636.88864.091$1899342.00$2091613.751100.65
06/22/9811.47224.8063.12583.85022.1472.8444.9813.50072.07827.02527.20624.160111.28172.14717.62239.91267.420$1894352.38$2096612.881103.22
06/23/9811.39724.9313.28786.15323.2192.9285.2533.50075.01927.52229.20024.438110.83173.81917.94442.13872.101$1942674.62$2158979.001119.49
06/24/9811.53826.0253.08187.95023.8003.2595.8503.50076.16527.85031.07524.813109.76974.13718.18441.78774.283$1978470.12$2201318.751132.88
06/25/9811.35326.9693.14787.75924.2313.6125.9033.56976.34427.86631.04424.913110.70074.78118.30342.23775.406$1996874.38$2223093.001129.28
06/26/9811.50326.9533.15389.21923.7783.5156.0053.75076.02827.80031.27524.656111.49474.22517.80042.20074.842$2005445.75$2229972.751133.20
06/29/9812.01927.0563.08191.32223.2693.2945.8083.79476.22227.85031.72224.594110.50073.38117.31242.83176.117$2002720.00$2231072.001138.49
06/30/9812.38526.7003.08191.87222.5873.1945.7383.88874.42827.57231.82524.415108.24471.73117.02243.03178.188$1984424.75$2218987.251133.84
07/01/9812.92825.3003.06894.01922.4343.1476.0094.00074.75727.83731.70024.281108.36371.34017.01343.10082.744$1980111.62$2228343.001148.56
07/02/9812.94124.9253.18793.47222.2653.2355.9193.91273.89126.17231.80023.325107.32270.93416.55342.74486.534$1949054.12$2208657.251146.42
07/06/9813.31224.9133.08193.00022.2853.2805.7693.87573.07726.59431.47223.078108.03570.75016.45642.49094.981$1923354.25$2208298.001157.31
07/07/9812.62524.9853.17592.80622.0223.4405.7223.86274.18727.46931.63822.912110.53171.67216.99442.09199.031$1933093.75$2230187.501154.66
07/08/9812.39425.3653.31593.37822.4133.6725.7563.93877.16527.58132.69423.362112.50073.40316.63442.13892.942$1978296.75$2257123.751166.37
07/09/9812.28125.8813.47093.56622.7003.6125.9223.94178.80326.89732.99724.160115.12874.06917.17842.01395.669$2004091.38$2291097.501158.56
07/10/9812.19426.0603.15092.89722.1753.6695.7663.87879.58826.77532.58524.732117.07874.51017.15343.73190.709$2001952.25$2274080.251164.33
07/13/9812.07225.9133.51093.82221.9903.6815.7013.75081.18126.97831.20025.384118.67573.66317.18545.41291.750$2005306.50$2280556.501165.19
07/14/9811.85626.1283.48794.91922.5003.4445.5313.62581.62526.06231.63125.837119.20974.02517.14444.38193.812$2003301.25$2284738.751177.58
07/15/9812.01926.5413.44795.44723.9853.7375.7523.54082.88326.50631.24426.615117.13474.01017.61245.39492.109$2022151.75$2298479.751174.81
07/16/9812.08526.6843.36295.78725.3063.8816.1903.55684.10027.47231.12227.491117.04373.97818.00646.76392.277$2048511.75$2325341.751184.02
07/17/9811.97526.9563.20098.18126.4063.9446.4233.56583.40027.65930.95627.347116.31273.40018.64746.32292.900$2059006.75$2337706.751186.75
07/20/9811.76226.9723.319102.08226.1783.9196.6663.31982.08127.80330.26927.347116.92573.16218.15646.51595.908$2051148.50$2338871.501184.10
07/21/9812.57226.7943.322101.34424.8003.7256.5783.33181.81227.86527.73727.756115.80673.25616.09347.46596.678$2007702.75$2297737.251165.07
07/22/9813.11226.0503.26698.61324.7753.5756.3723.34781.69127.21225.88126.391114.76974.06015.71246.64096.100$1963305.25$2251605.251164.08
07/23/9813.12825.7123.14498.89025.3943.5285.9283.38182.38126.47825.57225.344113.13573.59715.51246.70095.956$1941500.00$2229368.751139.75
07/24/9812.14725.3813.23798.41225.4503.6036.0533.63182.90326.58525.73124.884113.05973.79114.98146.74193.022$1954813.62$2233879.251140.80
07/27/9810.97524.7973.13196.96925.6283.4845.5884.00084.30326.96925.43825.619113.60673.87814.27545.81092.024$1954183.25$2230254.001147.27
07/28/989.13724.6813.33996.79425.6003.4565.4063.95686.29028.77824.90026.744112.63172.95614.32845.75692.856$1961126.88$2239695.501130.24
07/29/989.15625.0913.17895.31225.7343.5005.4923.65685.43828.56225.15026.747110.40671.82813.97845.39489.551$1938150.75$2206805.001125.21
07/30/989.21926.0723.16696.93725.9343.5565.3473.56386.69729.27823.95326.766111.21371.60013.16545.76989.939$1935606.75$2205424.251142.86
07/31/989.08124.8943.16997.24125.7633.4945.3383.62585.76930.03122.26026.597110.60370.71012.26345.65691.267$1904080.25$2177882.251120.67
08/03/989.14423.6503.25696.54425.4193.4875.1973.31284.35928.80020.32226.535109.76969.81911.95944.36988.410$1851197.38$2116426.251112.44
08/04/988.97522.8033.25095.48124.4383.4105.0403.25083.51628.27219.43126.241107.35068.12211.43842.28786.800$1806843.75$2067243.751072.12
08/05/988.90022.2753.17295.77524.1003.3135.0723.15083.14727.78819.78125.222105.53567.16611.45641.68884.475$1788106.88$2041531.881081.43
08/06/989.00622.5343.20097.90324.2163.3194.9063.00085.25628.57220.10025.197105.56268.24713.03743.19484.975$1814631.38$2069556.621089.63
08/07/989.08122.5943.20098.22224.5753.3474.8403.78787.29731.24722.15325.372104.26268.85313.36044.25090.306$1877652.38$2148571.001089.45
08/10/989.44722.2313.20098.35324.3903.2854.9883.73786.51331.25323.53824.825104.39168.40613.16943.24092.775$1872526.88$2150852.001083.14
08/11/988.84421.0222.81097.62523.8693.1694.8633.87584.45930.00621.97824.356102.68268.58112.74741.70090.750$1823755.75$2096005.751068.98
08/12/989.00820.5121.07598.70324.0473.1254.8873.87585.49430.19422.15024.978103.11869.42213.42543.31994.575$1784245.75$2067970.501084.22
08/13/989.44720.4911.13997.44723.6663.4184.9183.50085.56928.44122.14424.769101.97571.22213.85143.55693.969$1764969.25$2046875.501074.91
08/14/988.67520.4401.13196.91923.2003.2754.7383.50086.09428.20621.34124.275101.79771.47513.56943.48792.625$1750108.38$2027983.381062.75
08/17/986.66220.3841.16697.12522.4443.2504.8123.80687.86529.80920.11223.793103.10370.50613.41542.84491.456$1759488.12$2033856.881083.67
08/18/986.69720.8751.13199.61021.7373.1314.7703.61290.65031.40920.96223.594106.37871.88513.43444.80695.269$1780767.75$2066574.001101.20
08/19/986.31921.3881.075101.73421.5193.2504.4813.68890.63130.99723.07523.978108.27871.87213.20045.59196.956$1803913.75$2094782.501098.06
08/20/985.82521.1041.119102.13121.0753.2504.6723.46486.51229.44725.06924.390107.07571.02513.04442.64796.519$1788721.12$2078277.381091.60
08/21/985.48820.4721.033102.07820.5653.1944.5623.50084.62528.78425.50624.547105.33170.27512.63540.62595.625$1766884.62$2053759.621081.18
08/24/985.56920.1310.886103.04420.2093.1754.3063.42084.89129.03725.31924.587105.80971.57512.45641.89496.922$1757243.38$2048009.621088.14
08/25/985.83419.7340.870104.11019.8693.1034.1563.14784.86429.25025.82524.306106.70672.26212.45641.51398.003$1744899.38$2038909.381092.86
08/26/985.82818.8440.881103.41219.1723.0564.0813.31282.96028.41625.50023.750106.25071.62212.33438.27596.213$1721247.38$2009885.121084.19
08/27/985.39017.2630.855100.54418.0872.9633.9873.35680.25026.35623.77522.891105.14470.35011.78436.90592.628$1659275.75$1937159.501042.59
08/28/985.30016.1000.89296.51017.4062.9033.8383.28077.71225.28521.17221.912102.67870.32210.71536.91586.597$1594622.88$1854412.881027.25
08/31/984.65015.4060.78087.72216.7692.9313.2723.11273.77823.08418.60020.74496.87868.8289.61533.25675.162$1489761.62$1715249.12957.53
Volatility3.9742.1569.3171.4942.4563.6743.6954.1171.6712.7933.7931.9491.6391.1393.6972.7023.1481.2071.054

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