+6,703.8%
WRB vs SPY
+3,091.8%
+3,612.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | +5.2% | +2.0% | +3.2% | +3.4% |
| 6M | -0.9% | +13.0% | -13.9% | -9.3% |
| YTD | -0.4% | +13.5% | -13.9% | -9.2% |
| 1Y | -2.6% | +20.0% | -22.5% | -14.6% |
| 3Y | +79.8% | +77.2% | +2.6% | +18.8% |
| 5Y | +135.4% | +81.9% | +53.5% | +50.5% |
| 10Y | +401.2% | +314.1% | +87.2% | +88.1% |
| All | +6,703.8% | +3,091.8% | +3,612.1% | +828.3% |
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