+1,527.5%
META vs GWW
+774.5%
+753.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +6.7% | +1.4% | +5.3% | +6.1% |
| 30D | +4.8% | +3.3% | +1.5% | +3.5% |
| 3M | -1.6% | +2.9% | -4.6% | -3.0% |
| 6M | -7.5% | +15.8% | -23.3% | -12.8% |
| YTD | -6.4% | +32.0% | -38.4% | -16.4% |
| 1Y | -17.3% | +29.9% | -47.2% | -25.9% |
| 3Y | +109.9% | +91.1% | +18.9% | +61.5% |
| 5Y | +65.4% | +223.9% | -158.6% | +6.0% |
| 10Y | +391.8% | +567.0% | -175.2% | +152.8% |
| All | +1,527.5% | +774.5% | +753.0% | +705.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling