+374.8%
META vs NWSA
+148.7%
+226.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +6.7% | -1.9% | +8.6% | +7.6% |
| 30D | +4.8% | +4.6% | +0.2% | +2.4% |
| 3M | -1.6% | +13.2% | -14.9% | -7.6% |
| 6M | -7.5% | +27.0% | -34.5% | -17.9% |
| YTD | -6.4% | +16.8% | -23.2% | -13.9% |
| 1Y | -17.3% | +4.5% | -21.9% | -20.2% |
| 3Y | +109.9% | +46.2% | +63.7% | +72.4% |
| 5Y | +65.4% | +40.9% | +24.4% | +35.2% |
| All | +374.8% | +148.7% | +226.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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