-44.7%
WRBY vs SPY
+86.7%
-131.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -1.6% |
| 7D | +41.6% | -0.9% | +42.5% | +42.0% |
| 30D | +16.0% | -2.4% | +18.4% | +19.3% |
| 3M | +20.4% | -1.2% | +21.6% | +20.9% |
| 6M | +4.7% | +3.3% | +1.4% | -2.7% |
| YTD | +38.4% | +12.3% | +26.1% | +10.8% |
| 1Y | +73.5% | +12.4% | +61.0% | +39.1% |
| 3Y | +199.7% | +78.8% | +120.9% | +0.2% |
| 5Y | -43.7% | +75.2% | -118.8% | -79.7% |
| All | -44.7% | +86.7% | -131.3% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling