+93.1%
META vs BBWI
-67.1%
+160.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.7% |
| 7D | +5.7% | -6.2% | +11.9% | +7.1% |
| 30D | -10.8% | +25.5% | -36.2% | -15.1% |
| 3M | +8.4% | +8.0% | +0.4% | +5.6% |
| 6M | +5.4% | +12.7% | -7.3% | +1.0% |
| YTD | -2.6% | +11.6% | -14.2% | -8.0% |
| 1Y | +3.5% | -0.9% | +4.4% | -0.7% |
| 3Y | +102.0% | -22.7% | +124.7% | +89.6% |
| 5Y | +93.1% | -67.2% | +160.2% | +149.8% |
| All | +93.1% | -67.1% | +160.2% | +149.8% |
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