+1,497.9%
META vs BBWI
+5.7%
+1,492.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.2% | +2.2% | -2.9% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | -18.1% | +23.1% | -41.3% | -21.1% |
| 3M | +2.9% | +7.3% | -4.4% | +0.7% |
| 6M | +0.2% | +22.6% | -22.4% | -4.6% |
| YTD | -8.1% | +13.3% | -21.4% | -12.3% |
| 1Y | -4.5% | -2.6% | -1.9% | -7.3% |
| 3Y | +94.2% | -25.9% | +120.1% | +90.7% |
| 5Y | +79.1% | -66.7% | +145.8% | +95.7% |
| 10Y | +405.9% | -41.6% | +447.5% | +370.9% |
| All | +1,497.9% | +5.7% | +1,492.2% | +1,202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling