-53.5%
WRAP vs SPY
+78.1%
-131.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.9% |
| 7D | +16.9% | +2.6% | +14.4% | +12.4% |
| 30D | +7.8% | -2.0% | +9.8% | +12.2% |
| 3M | -20.7% | -2.8% | -17.9% | -16.1% |
| 6M | -4.2% | +2.1% | -6.3% | -4.5% |
| YTD | -42.0% | +11.5% | -53.5% | -48.3% |
| 1Y | -35.5% | +13.5% | -49.0% | -43.6% |
| 3Y | -53.5% | +77.7% | -131.2% | -54.1% |
| All | -53.5% | +78.1% | -131.6% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling