-75.6%
WRAP vs SPY
+215.5%
-291.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +4.3% | -0.6% | +4.9% | +5.6% |
| 30D | -14.1% | -3.7% | -10.4% | -9.4% |
| 3M | -33.3% | -2.7% | -30.6% | -30.3% |
| 6M | -18.1% | +2.2% | -20.3% | -18.3% |
| YTD | -48.7% | +10.8% | -59.6% | -53.1% |
| 1Y | -43.0% | +11.2% | -54.2% | -48.0% |
| 3Y | -58.1% | +76.5% | -134.6% | -76.7% |
| 5Y | -80.2% | +72.9% | -153.1% | -88.7% |
| All | -75.6% | +215.5% | -291.1% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling