+425.7%
META vs GWW
+696.0%
-270.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.9% |
| 7D | +5.7% | +5.3% | +0.4% | +3.6% |
| 30D | -10.8% | +12.4% | -23.2% | -14.8% |
| 3M | +8.4% | +13.7% | -5.3% | +2.9% |
| 6M | +5.4% | +18.0% | -12.6% | -1.8% |
| YTD | -2.6% | +44.6% | -47.1% | -16.8% |
| 1Y | +3.5% | +53.1% | -49.6% | -13.7% |
| 3Y | +102.0% | +90.2% | +11.8% | +52.7% |
| 5Y | +93.1% | +215.0% | -121.9% | +20.4% |
| 10Y | +425.7% | +658.9% | -233.3% | +178.2% |
| All | +425.7% | +696.0% | -270.3% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling