-35.2%
WERN vs SPY
+71.5%
-106.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -14.7% | -3.3% | -11.4% | -12.5% |
| 3M | -25.4% | -2.4% | -22.9% | -24.0% |
| 6M | -22.9% | +2.6% | -25.4% | -24.4% |
| YTD | -5.6% | +11.2% | -16.8% | -13.0% |
| 1Y | +8.2% | +13.4% | -5.2% | -1.8% |
| 3Y | -19.3% | +79.9% | -99.2% | -47.8% |
| 5Y | -35.2% | +72.2% | -107.4% | -58.4% |
| All | -35.2% | +71.5% | -106.7% | -58.4% |
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 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