+95.1%
META vs W
+123.5%
-28.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | -0.8% | -3.6% | +2.8% | -0.2% |
| 30D | -15.4% | +7.0% | -22.4% | -16.7% |
| 3M | +3.5% | +7.4% | -3.9% | +1.6% |
| 6M | -0.3% | +69.3% | -69.6% | -12.5% |
| YTD | -7.3% | +11.3% | -18.6% | -12.4% |
| 1Y | -1.1% | +13.2% | -14.3% | -7.3% |
| 3Y | +95.1% | +142.0% | -47.0% | +43.0% |
| All | +95.1% | +123.5% | -28.4% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling