+404.3%
META vs BWA
+84.4%
+319.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -0.8% | -5.5% | +4.7% | +0.9% |
| 30D | -15.4% | -21.7% | +6.3% | -8.9% |
| 3M | +3.5% | -25.6% | +29.1% | +12.6% |
| 6M | -0.3% | -17.4% | +17.2% | +4.1% |
| YTD | -7.3% | +9.2% | -16.5% | -13.4% |
| 1Y | -1.1% | +9.7% | -10.8% | -7.9% |
| 3Y | +95.1% | +54.6% | +40.4% | +56.8% |
| 5Y | +80.6% | +26.8% | +53.8% | +51.3% |
| All | +404.3% | +84.4% | +319.9% | +255.5% |
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