+81.9%
META vs BBWI
-67.9%
+149.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.5% |
| 7D | -0.8% | -6.2% | +5.4% | +0.5% |
| 30D | -15.4% | +19.9% | -35.3% | -18.8% |
| 3M | +3.5% | +7.1% | -3.6% | +0.9% |
| 6M | -0.3% | +13.7% | -13.9% | -4.7% |
| YTD | -7.3% | +9.6% | -16.9% | -12.2% |
| 1Y | -1.1% | -1.6% | +0.6% | -5.0% |
| 3Y | +95.1% | -25.9% | +120.9% | +85.3% |
| All | +81.9% | -67.9% | +149.8% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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