-17.3%
META vs GWW
+31.2%
-48.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +6.7% | +1.4% | +5.3% | +6.4% |
| 30D | +4.8% | +3.3% | +1.5% | +4.1% |
| 3M | -1.6% | +2.9% | -4.6% | -2.6% |
| 6M | -7.5% | +15.8% | -23.3% | -12.0% |
| YTD | -6.4% | +32.0% | -38.4% | -12.5% |
| 1Y | -17.3% | +29.9% | -47.2% | -23.5% |
| All | -17.3% | +31.2% | -48.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling