-58.0%
WEN vs SPY
+81.0%
-139.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -8.5% | -0.4% | -8.1% | -8.3% |
| 30D | +4.2% | -1.4% | +5.5% | +5.0% |
| 3M | +13.3% | +3.7% | +9.6% | +10.7% |
| 6M | +6.5% | +13.0% | -6.5% | -1.5% |
| YTD | -5.3% | +12.4% | -17.7% | -12.2% |
| 1Y | -19.1% | +18.5% | -37.7% | -27.6% |
| 3Y | -54.4% | +77.6% | -132.1% | -69.4% |
| 5Y | -58.0% | +81.7% | -139.7% | -72.6% |
| All | -58.0% | +81.0% | -139.0% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling