-49.6%
WRBY vs SPY
+85.3%
-135.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.3% |
| 7D | +7.7% | +2.6% | +5.1% | +3.4% |
| 30D | +10.1% | -2.0% | +12.1% | +12.3% |
| 3M | +6.0% | -2.8% | +8.8% | +9.9% |
| 6M | -3.7% | +2.1% | -5.8% | -8.6% |
| YTD | +25.9% | +11.5% | +14.4% | +2.2% |
| 1Y | +58.8% | +13.5% | +45.3% | +25.3% |
| 3Y | +162.3% | +77.7% | +84.6% | -11.3% |
| 5Y | -53.0% | +72.6% | -125.6% | -82.7% |
| All | -49.6% | +85.3% | -135.0% | -82.4% |
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 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