-51.1%
WEN vs SPY
+74.6%
-125.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | +9.0% | -0.9% | +9.9% | +9.4% |
| 30D | +32.2% | -2.4% | +34.5% | +33.7% |
| 3M | +11.4% | -1.2% | +12.6% | +11.8% |
| 6M | +26.7% | +3.3% | +23.4% | +23.7% |
| YTD | +4.8% | +12.3% | -7.5% | -2.9% |
| 1Y | +0.3% | +12.4% | -12.2% | -7.2% |
| 3Y | -47.5% | +78.8% | -126.3% | -64.7% |
| 5Y | -51.1% | +75.2% | -126.2% | -67.0% |
| All | -51.1% | +74.6% | -125.7% | -67.0% |
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