+89.4%
META vs SW
-0.1%
+89.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.6% | +0.8% |
| 7D | +2.9% | +12.1% | -9.2% | +1.0% |
| 30D | -15.1% | +6.6% | -21.6% | -16.0% |
| 3M | +7.2% | -6.0% | +13.3% | +8.1% |
| 6M | +3.4% | +21.5% | -18.1% | -0.3% |
| YTD | -4.3% | +20.3% | -24.6% | -8.0% |
| 1Y | +0.8% | +28.1% | -27.4% | -4.2% |
| 3Y | +102.2% | +51.6% | +50.6% | +82.4% |
| 5Y | +89.4% | -0.1% | +89.5% | +72.5% |
| All | +89.4% | -0.1% | +89.5% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling