+2,459.4%
META vs NWSA
+127.4%
+2,332.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -1.6% | +13.2% | -14.9% | -7.3% |
| 6M | -7.5% | +27.0% | -34.5% | -17.5% |
| YTD | -6.4% | +16.8% | -23.2% | -13.5% |
| 1Y | -17.3% | +4.5% | -21.9% | -20.1% |
| 3Y | +109.9% | +46.2% | +63.7% | +74.1% |
| 5Y | +65.4% | +40.9% | +24.4% | +37.3% |
| 10Y | +391.8% | +145.1% | +246.7% | +210.2% |
| All | +2,459.4% | +127.4% | +2,332.0% | +1,596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling