+436.0%
META vs W
+228.8%
+207.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | -10.8% | +6.4% | -17.2% | -12.1% |
| 3M | +7.9% | +9.0% | -1.1% | +5.5% |
| 6M | +5.4% | +69.8% | -64.4% | -8.0% |
| YTD | -2.6% | +12.1% | -14.6% | -8.2% |
| 1Y | +1.9% | 0.0% | +1.9% | -2.1% |
| 3Y | +97.0% | +160.3% | -63.4% | +41.8% |
| 5Y | +97.6% | -53.3% | +150.9% | +71.3% |
| 10Y | +436.0% | +217.0% | +219.1% | +211.2% |
| All | +436.0% | +228.8% | +207.2% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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