+1,527.5%
META vs BWA
+149.8%
+1,377.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.2% |
| 7D | +6.7% | +5.7% | +1.0% | +4.9% |
| 30D | +4.8% | +1.4% | +3.3% | +4.1% |
| 3M | -1.6% | -12.1% | +10.5% | +1.7% |
| 6M | -7.5% | +28.6% | -36.0% | -15.5% |
| YTD | -6.4% | +51.1% | -57.5% | -20.1% |
| 1Y | -17.3% | +55.9% | -73.2% | -30.5% |
| 3Y | +109.9% | +70.1% | +39.8% | +66.8% |
| 5Y | +65.4% | +90.7% | -25.3% | +24.5% |
| 10Y | +391.8% | +154.0% | +237.8% | +209.6% |
| All | +1,527.5% | +149.8% | +1,377.7% | +1,006.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling