-5.6%
WRAP vs SPY
+77.4%
-83.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -13.5% | +0.1% | -13.5% | -13.4% |
| 3M | +22.8% | +2.0% | +20.8% | +20.6% |
| 6M | +1.8% | +13.0% | -11.2% | -13.1% |
| YTD | -29.8% | +13.5% | -43.4% | -40.2% |
| 1Y | -4.0% | +20.0% | -24.0% | -22.9% |
| All | -5.6% | +77.4% | -83.0% | -59.1% |
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