+35.9%
WERN vs SPY
+307.0%
-271.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +4.0% | +2.6% | +1.4% | +2.0% |
| 30D | -13.7% | -2.0% | -11.7% | -12.4% |
| 3M | -26.9% | -2.8% | -24.1% | -25.4% |
| 6M | -18.3% | +2.1% | -20.5% | -19.8% |
| YTD | -5.0% | +11.5% | -16.5% | -12.8% |
| 1Y | +15.6% | +13.5% | +2.2% | +4.8% |
| 3Y | -20.8% | +77.7% | -98.5% | -49.3% |
| 5Y | -35.8% | +72.6% | -108.4% | -58.3% |
| All | +35.9% | +307.0% | -271.1% | -59.9% |
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