+62.8%
META vs SW
-2.3%
+65.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +6.7% | -5.1% | +11.8% | +7.6% |
| 30D | +4.8% | -4.6% | +9.3% | +5.5% |
| 3M | -1.6% | +9.4% | -11.0% | -3.3% |
| 6M | -7.5% | +3.5% | -11.0% | -8.5% |
| YTD | -6.4% | +22.0% | -28.4% | -10.0% |
| 1Y | -17.3% | +2.2% | -19.6% | -18.7% |
| 3Y | +109.9% | +19.6% | +90.3% | +97.9% |
| All | +62.8% | -2.3% | +65.1% | +49.4% |
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