+965.6%
WEX vs SPY
+803.3%
+162.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.0% |
| 7D | -1.3% | -2.7% | +1.4% | +1.9% |
| 30D | +7.2% | -5.4% | +12.6% | +14.4% |
| 3M | -3.9% | -4.1% | +0.2% | +0.6% |
| 6M | +26.5% | +0.7% | +25.8% | +23.2% |
| YTD | +22.3% | +8.7% | +13.6% | +7.5% |
| 1Y | +25.8% | +10.9% | +14.9% | +7.7% |
| 3Y | +5.5% | +75.0% | -69.5% | -49.7% |
| 5Y | +16.8% | +67.8% | -50.9% | -41.1% |
| 10Y | +78.6% | +312.9% | -234.3% | -68.0% |
| All | +965.6% | +803.3% | +162.3% | -15.1% |
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