-10.0%
WERN vs SPY
+81.8%
-91.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +5.2% | +0.5% | +4.7% | +4.8% |
| 30D | +6.2% | -0.9% | +7.1% | +6.9% |
| 3M | -10.2% | +3.9% | -14.1% | -12.8% |
| 6M | +30.3% | +14.5% | +15.7% | +17.5% |
| YTD | +34.3% | +12.9% | +21.4% | +22.6% |
| 1Y | +41.6% | +19.4% | +22.2% | +24.1% |
| 3Y | +6.1% | +78.5% | -72.4% | -30.7% |
| 5Y | -10.0% | +81.8% | -91.8% | -44.2% |
| All | -10.0% | +81.8% | -91.8% | -44.2% |
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