-66.6%
WRAP vs SPY
+223.3%
-289.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 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% | +21.3% |
| 6M | +1.8% | +13.0% | -11.2% | -10.2% |
| YTD | -29.8% | +13.5% | -43.4% | -38.2% |
| 1Y | -4.0% | +20.0% | -24.0% | -19.8% |
| 3Y | -11.4% | +77.2% | -88.6% | -51.5% |
| 5Y | -76.6% | +81.9% | -158.5% | -87.5% |
| All | -66.6% | +223.3% | -289.9% | -88.6% |
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