+692.5%
META vs W
+214.9%
+477.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.3% | -2.4% |
| 7D | -3.1% | -5.6% | +2.5% | -2.2% |
| 30D | -18.1% | +7.5% | -25.6% | -19.4% |
| 3M | +2.9% | +5.4% | -2.5% | +1.4% |
| 6M | +0.2% | +79.4% | -79.2% | -12.5% |
| YTD | -8.1% | +12.9% | -21.0% | -13.0% |
| 1Y | -4.5% | +12.4% | -16.9% | -10.0% |
| 3Y | +94.2% | +128.5% | -34.3% | +47.6% |
| 5Y | +79.1% | -54.0% | +133.0% | +57.0% |
| 10Y | +405.9% | +248.8% | +157.1% | +202.9% |
| All | +692.5% | +214.9% | +477.6% | +379.0% |
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 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