-75.3%
WRAP vs SPY
+72.1%
-147.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.8% |
| 7D | +16.9% | +2.6% | +14.4% | +13.0% |
| 30D | +7.8% | -2.0% | +9.8% | +11.7% |
| 3M | -20.7% | -2.8% | -17.9% | -16.6% |
| 6M | -4.2% | +2.1% | -6.3% | -4.4% |
| YTD | -42.0% | +11.5% | -53.5% | -47.8% |
| 1Y | -35.5% | +13.5% | -49.0% | -43.1% |
| 3Y | -53.5% | +77.7% | -131.2% | -75.3% |
| All | -75.3% | +72.1% | -147.4% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling