-51.5%
WRAP vs SPY
+14.6%
-66.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -5.2% |
| 7D | -6.5% | -0.7% | -5.7% | -4.8% |
| 30D | -20.0% | -1.0% | -19.0% | -17.5% |
| 3M | -41.4% | -0.3% | -41.1% | -40.5% |
| 6M | -22.1% | +7.3% | -29.5% | -32.3% |
| YTD | -51.3% | +13.3% | -64.6% | -62.1% |
| 1Y | -51.5% | +14.8% | -66.3% | -63.1% |
| All | -51.5% | +14.6% | -66.1% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling