+0.2%
META vs W
+72.4%
-72.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.3% | -3.0% |
| 7D | -3.1% | -5.6% | +2.5% | -2.5% |
| 30D | -18.1% | +7.5% | -25.6% | -18.7% |
| 3M | +2.9% | +5.4% | -2.5% | +2.1% |
| 6M | +0.2% | +79.4% | -79.2% | -6.4% |
| All | +0.2% | +72.4% | -72.2% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling