+50.9%
WRN vs SPY
+780.6%
-729.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +3.9% | +0.1% | +3.8% | +3.9% |
| 3M | -18.1% | +2.0% | -20.1% | -18.9% |
| 6M | -23.3% | +13.0% | -36.3% | -29.9% |
| YTD | -10.1% | +13.5% | -23.7% | -18.0% |
| 1Y | +61.1% | +20.0% | +41.1% | +40.8% |
| 3Y | +62.2% | +77.2% | -15.0% | +0.3% |
| 5Y | +37.1% | +81.9% | -44.7% | -16.5% |
| 10Y | +238.0% | +314.1% | -76.0% | +8.4% |
| All | +50.9% | +780.6% | -729.6% | -70.8% |
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