+531.8%
WNEB vs SPY
+991.6%
-459.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.1% |
| 30D | -0.3% | -0.9% | +0.6% | +0.4% |
| 3M | +2.7% | +3.9% | -1.2% | -0.3% |
| 6M | +10.2% | +14.5% | -4.3% | -0.9% |
| YTD | +9.5% | +12.9% | -3.4% | -0.4% |
| 1Y | +13.7% | +19.4% | -5.7% | -1.0% |
| 3Y | +135.1% | +78.5% | +56.7% | +50.8% |
| 5Y | +90.5% | +81.8% | +8.7% | +18.0% |
| 10Y | +129.4% | +311.5% | -182.2% | -20.7% |
| All | +531.8% | +991.6% | -459.8% | +9.0% |
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