+379.6%
META vs SW
+147.8%
+231.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +6.7% | -5.1% | +11.8% | +7.3% |
| 30D | +4.8% | -4.6% | +9.3% | +5.3% |
| 3M | -1.6% | +9.4% | -11.0% | -2.9% |
| 6M | -7.5% | +3.5% | -11.0% | -8.3% |
| YTD | -6.4% | +22.0% | -28.4% | -9.1% |
| 1Y | -17.3% | +2.2% | -19.6% | -18.3% |
| 3Y | +109.9% | +19.6% | +90.3% | +101.1% |
| 5Y | +65.4% | -2.3% | +67.7% | +56.8% |
| All | +379.6% | +147.8% | +231.8% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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