+35.0%
WERN vs SPY
+306.4%
-271.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.0% | -0.6% | -2.4% | -2.5% |
| 30D | -15.1% | -3.7% | -11.5% | -12.7% |
| 3M | -24.0% | -2.7% | -21.3% | -22.5% |
| 6M | -23.3% | +2.2% | -25.4% | -24.6% |
| YTD | -6.0% | +10.8% | -16.9% | -13.3% |
| 1Y | +11.2% | +11.2% | 0.0% | +2.4% |
| 3Y | -20.7% | +76.5% | -97.2% | -48.9% |
| 5Y | -34.9% | +72.9% | -107.8% | -57.8% |
| All | +35.0% | +306.4% | -271.4% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling