-55.3%
WRBY vs SPY
+88.8%
-144.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +5.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.9% |
| 30D | -16.8% | +0.1% | -16.9% | -16.9% |
| 3M | +1.0% | +2.0% | -1.0% | -2.3% |
| 6M | -11.0% | +13.0% | -24.0% | -28.5% |
| YTD | +11.7% | +13.5% | -1.8% | -10.9% |
| 1Y | -3.9% | +20.0% | -23.9% | -30.5% |
| 3Y | +100.6% | +77.2% | +23.4% | -30.6% |
| All | -55.3% | +88.8% | -144.1% | -84.6% |
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