+214.2%
WEN vs SPY
+3,091.8%
-2,877.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +1.4% | +0.1% | +1.3% | +1.2% |
| 3M | +20.0% | +2.0% | +18.0% | +17.8% |
| 6M | +15.4% | +13.0% | +2.3% | +4.6% |
| YTD | +0.9% | +13.5% | -12.7% | -8.9% |
| 1Y | -16.0% | +20.0% | -36.0% | -27.4% |
| 3Y | -52.1% | +77.2% | -129.3% | -69.8% |
| 5Y | -55.5% | +81.9% | -137.3% | -72.8% |
| 10Y | +9.7% | +314.1% | -304.3% | -63.3% |
| All | +214.2% | +3,091.8% | -2,877.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling