-76.4%
WRAP vs SPY
+209.4%
-285.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +0.3% | +15.4% | +15.3% |
| 7D | -3.3% | -2.7% | -0.6% | +0.5% |
| 30D | -26.7% | -5.4% | -21.3% | -21.1% |
| 3M | -39.5% | -4.1% | -35.4% | -35.7% |
| 6M | -20.8% | +0.7% | -21.5% | -19.6% |
| YTD | -50.4% | +8.7% | -59.1% | -53.6% |
| 1Y | -47.3% | +10.9% | -58.2% | -51.7% |
| 3Y | -53.4% | +75.0% | -128.4% | -73.8% |
| 5Y | -79.8% | +67.8% | -147.6% | -88.0% |
| All | -76.4% | +209.4% | -285.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling