+707.2%
META vs W
+176.2%
+531.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | +6.7% | -4.2% | +10.9% | +7.5% |
| 30D | +4.8% | -7.6% | +12.3% | +6.1% |
| 3M | -1.6% | +37.2% | -38.8% | -9.0% |
| 6M | -7.5% | +26.3% | -33.8% | -13.4% |
| YTD | -6.4% | -1.0% | -5.4% | -8.9% |
| 1Y | -17.3% | +20.1% | -37.4% | -23.5% |
| 3Y | +109.9% | +37.8% | +72.1% | +75.0% |
| 5Y | +65.4% | -63.7% | +129.0% | +51.0% |
| 10Y | +391.8% | +156.3% | +235.5% | +207.2% |
| All | +707.2% | +176.2% | +531.0% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling