+447.1%
META vs ITW
+191.9%
+255.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.1% | +0.5% | +2.6% | +2.8% |
| 30D | -18.2% | +7.7% | -25.9% | -21.4% |
| 3M | +7.8% | -1.3% | +9.2% | +8.2% |
| 6M | +3.6% | +15.5% | -11.9% | -4.6% |
| YTD | -5.3% | +18.6% | -23.9% | -14.4% |
| 1Y | +2.7% | +19.8% | -17.1% | -7.8% |
| 3Y | +91.5% | +32.5% | +59.0% | +60.1% |
| 5Y | +84.7% | +35.3% | +49.4% | +51.3% |
| All | +447.1% | +191.9% | +255.2% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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