-54.7%
WEN vs SPY
+76.5%
-131.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | -8.5% | -0.4% | -8.1% | -8.4% |
| 30D | +4.2% | -1.4% | +5.5% | +4.8% |
| 3M | +13.3% | +3.7% | +9.6% | +11.3% |
| 6M | +6.5% | +13.0% | -6.5% | +0.1% |
| YTD | -5.3% | +12.4% | -17.7% | -10.8% |
| 1Y | -19.1% | +18.5% | -37.7% | -26.0% |
| All | -54.7% | +76.5% | -131.3% | -66.2% |
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