+0.6%
META vs NWSA
+1.1%
-0.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.2% | -12.2% | +12.0% | +3.3% |
| 30D | -15.4% | -8.7% | -6.7% | -13.5% |
| 3M | +5.0% | -6.0% | +11.0% | +6.2% |
| 6M | +5.2% | -0.3% | +5.5% | +3.8% |
| YTD | -4.5% | +3.5% | -8.0% | -6.9% |
| 1Y | +0.6% | +0.8% | -0.1% | -1.3% |
| All | +0.6% | +1.1% | -0.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling