+426.7%
META vs SW
+189.7%
+237.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.6% | +1.0% |
| 7D | +2.9% | +12.1% | -9.2% | +1.5% |
| 30D | -15.1% | +6.6% | -21.6% | -15.8% |
| 3M | +7.2% | -6.0% | +13.3% | +7.9% |
| 6M | +3.4% | +21.5% | -18.1% | +0.7% |
| YTD | -4.3% | +20.3% | -24.6% | -7.0% |
| 1Y | +0.8% | +28.1% | -27.4% | -2.9% |
| 3Y | +102.2% | +51.6% | +50.6% | +88.6% |
| 5Y | +89.4% | -0.1% | +89.5% | +79.3% |
| 10Y | +426.7% | +189.7% | +237.0% | +352.9% |
| All | +426.7% | +189.7% | +237.0% | +352.9% |
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