+84.7%
META vs NWSA
+15.3%
+69.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.6% |
| 30D | -18.2% | -11.3% | -6.9% | -12.8% |
| 3M | +7.8% | -8.1% | +15.9% | +11.9% |
| 6M | +3.6% | -0.7% | +4.3% | +1.3% |
| YTD | -5.3% | +1.3% | -6.6% | -9.1% |
| 1Y | +2.7% | -1.3% | +4.1% | +0.2% |
| 3Y | +91.5% | +28.4% | +63.1% | +50.5% |
| 5Y | +84.7% | +15.3% | +69.4% | +42.3% |
| All | +84.7% | +15.3% | +69.4% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling