+1,527.5%
META vs ITW
+596.5%
+930.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +6.7% | -3.6% | +10.3% | +8.8% |
| 30D | +4.8% | -9.1% | +13.9% | +10.3% |
| 3M | -1.6% | +8.2% | -9.8% | -6.0% |
| 6M | -7.5% | -4.8% | -2.7% | -5.3% |
| YTD | -6.4% | +11.0% | -17.4% | -12.2% |
| 1Y | -17.3% | +4.2% | -21.6% | -20.2% |
| 3Y | +109.9% | +17.3% | +92.7% | +87.6% |
| 5Y | +65.4% | +33.0% | +32.4% | +37.6% |
| 10Y | +391.8% | +182.3% | +209.5% | +160.5% |
| All | +1,527.5% | +596.5% | +930.9% | +500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling