+462.9%
META vs NWSA
+148.1%
+314.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.7% |
| 7D | +5.2% | +2.2% | +3.0% | +4.1% |
| 30D | -13.0% | -8.8% | -4.2% | -9.7% |
| 3M | +7.9% | -6.5% | +14.4% | +10.4% |
| 6M | +4.2% | +1.5% | +2.7% | +2.0% |
| YTD | -2.5% | +4.0% | -6.6% | -6.2% |
| 1Y | +5.6% | +3.4% | +2.1% | +1.8% |
| 3Y | +96.8% | +34.8% | +61.9% | +66.2% |
| 5Y | +90.0% | +18.4% | +71.7% | +65.8% |
| All | +462.9% | +148.1% | +314.8% | +255.4% |
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