+5.6%
META vs W
+0.7%
+4.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -13.0% | +6.8% | -19.8% | -14.1% |
| 3M | +7.9% | +10.7% | -2.7% | +5.7% |
| 6M | +4.2% | +86.3% | -82.1% | -11.0% |
| YTD | -2.5% | +11.5% | -14.0% | -8.3% |
| 1Y | +5.6% | +5.1% | +0.5% | -0.2% |
| All | +5.6% | +0.7% | +4.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling