-2.5%
WEN vs SPY
+308.5%
-311.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.6% |
| 7D | +3.0% | +3.3% | -0.3% | +0.3% |
| 30D | +28.8% | -2.7% | +31.5% | +31.3% |
| 3M | -4.7% | -1.7% | -3.0% | -3.8% |
| 6M | +6.4% | +3.1% | +3.3% | +2.9% |
| YTD | +2.7% | +11.9% | -9.1% | -7.5% |
| 1Y | -0.3% | +12.0% | -12.3% | -10.3% |
| 3Y | -48.5% | +78.2% | -126.7% | -70.1% |
| 5Y | -52.2% | +73.2% | -125.5% | -71.8% |
| All | -2.5% | +308.5% | -311.0% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling