-50.9%
WRBY vs SPY
+86.0%
-137.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -11.0% | -10.7% |
| 7D | +2.5% | +3.3% | -0.8% | -2.8% |
| 30D | +0.8% | -2.7% | +3.5% | +4.4% |
| 3M | +5.6% | -1.7% | +7.3% | +7.3% |
| 6M | -0.8% | +3.1% | -3.9% | -7.5% |
| YTD | +22.7% | +11.9% | +10.8% | -1.1% |
| 1Y | +52.8% | +12.0% | +40.8% | +23.5% |
| 3Y | +165.7% | +78.2% | +87.5% | -10.5% |
| 5Y | -54.2% | +73.2% | -127.4% | -83.2% |
| All | -50.9% | +86.0% | -137.0% | -82.9% |
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 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