-10.7%
WRN vs SPY
+764.6%
-775.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.4% |
| 7D | -4.7% | +2.6% | -7.3% | -6.7% |
| 30D | -21.5% | -2.0% | -19.6% | -20.0% |
| 3M | -40.6% | -2.8% | -37.8% | -38.8% |
| 6M | -55.1% | +2.1% | -57.2% | -55.4% |
| YTD | -46.8% | +11.5% | -58.3% | -50.5% |
| 1Y | -31.4% | +13.5% | -44.9% | -37.0% |
| 3Y | +17.4% | +77.7% | -60.3% | -27.2% |
| 5Y | -6.0% | +72.6% | -78.6% | -39.9% |
| 10Y | +73.2% | +308.2% | -235.0% | -43.6% |
| All | -10.7% | +764.6% | -775.3% | -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 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