-54.6%
WRBY vs SPY
+87.7%
-142.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.7% |
| 7D | +2.4% | +0.5% | +1.8% | +1.1% |
| 30D | -6.4% | -0.9% | -5.5% | -4.8% |
| 3M | +5.3% | +3.9% | +1.4% | -1.8% |
| 6M | -0.2% | +14.5% | -14.8% | -22.0% |
| YTD | +13.6% | +12.9% | +0.7% | -8.5% |
| 1Y | -7.4% | +19.4% | -26.8% | -32.4% |
| 3Y | +107.9% | +78.5% | +29.4% | -29.1% |
| All | -54.6% | +87.7% | -142.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling