-4.5%
META vs SW
+25.8%
-30.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -3.1% | +4.7% | -7.8% | -3.8% |
| 30D | -18.1% | +5.0% | -23.1% | -18.8% |
| 3M | +2.9% | -7.3% | +10.2% | +4.1% |
| 6M | +0.2% | +15.0% | -14.8% | -2.6% |
| YTD | -8.1% | +18.5% | -26.6% | -11.1% |
| 1Y | -4.5% | +27.1% | -31.7% | -8.3% |
| All | -4.5% | +25.8% | -30.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling