+102.0%
META vs WAB
+174.1%
-72.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +2.8% |
| 7D | +5.7% | +4.0% | +1.7% | +4.0% |
| 30D | -10.8% | +4.5% | -15.2% | -12.4% |
| 3M | +8.4% | +2.3% | +6.1% | +7.3% |
| 6M | +5.4% | +12.5% | -7.1% | -1.1% |
| YTD | -2.6% | +40.2% | -42.8% | -19.6% |
| 1Y | +3.5% | +45.2% | -41.7% | -16.4% |
| 3Y | +102.0% | +171.8% | -69.8% | +20.4% |
| All | +102.0% | +174.1% | -72.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling