-46.8%
WEN vs SPY
+79.4%
-126.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +9.0% | -0.9% | +9.9% | +9.3% |
| 30D | +32.2% | -2.4% | +34.5% | +33.4% |
| 3M | +11.4% | -1.2% | +12.6% | +11.7% |
| 6M | +26.7% | +3.3% | +23.4% | +24.3% |
| YTD | +4.8% | +12.3% | -7.5% | -1.6% |
| 1Y | +0.3% | +12.4% | -12.2% | -6.0% |
| All | -46.8% | +79.4% | -126.2% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling