+1,163.1%
WERN vs SPY
+3,091.8%
-1,928.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +5.9% | +0.1% | +5.8% | +5.8% |
| 3M | -7.1% | +2.0% | -9.1% | -8.6% |
| 6M | +16.9% | +13.0% | +3.9% | +6.0% |
| YTD | +35.1% | +13.5% | +21.5% | +22.1% |
| 1Y | +41.4% | +20.0% | +21.4% | +22.3% |
| 3Y | +1.4% | +77.2% | -75.7% | -36.3% |
| 5Y | -9.2% | +81.9% | -91.1% | -44.8% |
| 10Y | +119.1% | +314.1% | -195.0% | -33.2% |
| All | +1,163.1% | +3,091.8% | -1,928.7% | +1.0% |
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