+5.6%
META vs WAB
+42.5%
-36.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +5.2% | +5.1% | +0.1% | +3.9% |
| 30D | -13.0% | +4.0% | -17.0% | -13.7% |
| 3M | +7.9% | +0.1% | +7.8% | +7.7% |
| 6M | +4.2% | +12.8% | -8.5% | +1.5% |
| YTD | -2.5% | +40.1% | -42.6% | -14.5% |
| 1Y | +5.6% | +46.4% | -40.8% | -9.2% |
| All | +5.6% | +42.5% | -36.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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