-1.6%
WEN vs SPY
+318.9%
-320.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -5.6% | -2.0% | -3.6% | -4.0% |
| 30D | -0.6% | -1.7% | +1.0% | +0.7% |
| 3M | +13.2% | +4.7% | +8.4% | +8.6% |
| 6M | +9.5% | +12.5% | -3.0% | -1.4% |
| YTD | -6.5% | +11.7% | -18.3% | -15.4% |
| 1Y | -19.5% | +17.5% | -37.0% | -30.4% |
| 3Y | -55.0% | +76.6% | -131.6% | -73.6% |
| 5Y | -57.8% | +82.0% | -139.8% | -76.2% |
| All | -1.6% | +318.9% | -320.5% | -77.4% |
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