+400.1%
META vs ITW
+205.7%
+194.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | -0.8% | +0.9% | -1.6% | -1.3% |
| 30D | -15.4% | +7.6% | -23.0% | -18.7% |
| 3M | +3.5% | -4.0% | +7.6% | +5.4% |
| 6M | -0.3% | +9.2% | -9.5% | -5.5% |
| YTD | -7.3% | +16.2% | -23.6% | -15.4% |
| 1Y | -1.1% | +17.9% | -19.0% | -10.5% |
| 3Y | +95.1% | +30.6% | +64.5% | +64.3% |
| 5Y | +80.6% | +35.2% | +45.4% | +48.3% |
| All | +400.1% | +205.7% | +194.4% | +199.0% |
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