-58.2%
WRAP vs SPY
+78.7%
-137.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.8% |
| 7D | +21.6% | +3.3% | +18.3% | +15.7% |
| 30D | -6.8% | -2.7% | -4.1% | -1.8% |
| 3M | -28.3% | -1.7% | -26.6% | -25.3% |
| 6M | -13.3% | +3.1% | -16.4% | -14.6% |
| YTD | -47.9% | +11.9% | -59.8% | -53.8% |
| 1Y | -41.0% | +12.0% | -52.9% | -47.6% |
| All | -58.2% | +78.7% | -137.0% | -59.0% |
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 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