+81.9%
META vs GWW
+217.3%
-135.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | -0.8% | +6.0% | -6.8% | -3.9% |
| 30D | -15.4% | +14.0% | -29.4% | -21.2% |
| 3M | +3.5% | +12.5% | -9.0% | -3.0% |
| 6M | -0.3% | +23.6% | -23.9% | -11.9% |
| YTD | -7.3% | +43.6% | -50.9% | -25.5% |
| 1Y | -1.1% | +52.5% | -53.6% | -23.5% |
| 3Y | +95.1% | +92.6% | +2.5% | +25.0% |
| All | +81.9% | +217.3% | -135.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling