+447.1%
META vs BWA
+94.6%
+352.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.1% | +7.3% | -4.2% | +0.9% |
| 30D | -18.2% | -15.8% | -2.4% | -13.8% |
| 3M | +7.8% | -25.7% | +33.6% | +17.5% |
| 6M | +3.6% | -19.6% | +23.2% | +9.3% |
| YTD | -5.3% | +14.1% | -19.4% | -12.7% |
| 1Y | +2.7% | +12.2% | -9.4% | -4.9% |
| 3Y | +91.5% | +63.8% | +27.7% | +51.0% |
| 5Y | +84.7% | +28.7% | +56.0% | +53.9% |
| All | +447.1% | +94.6% | +352.5% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling