+62.8%
META vs BBWI
-66.0%
+128.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | +6.7% | +1.5% | +5.2% | +6.3% |
| 30D | +4.8% | -5.2% | +9.9% | +5.6% |
| 3M | -1.6% | +11.1% | -12.7% | -4.7% |
| 6M | -7.5% | -13.4% | +5.9% | -6.1% |
| YTD | -6.4% | +0.1% | -6.5% | -8.9% |
| 1Y | -17.3% | -36.1% | +18.8% | -11.1% |
| 3Y | +109.9% | -44.1% | +154.0% | +118.6% |
| All | +62.8% | -66.0% | +128.8% | +104.0% |
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