+447.1%
META vs WAT
+223.8%
+223.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +3.1% | +2.0% | +1.0% | +2.4% |
| 30D | -18.2% | +7.7% | -25.9% | -20.4% |
| 3M | +7.8% | +11.1% | -3.2% | +3.7% |
| 6M | +3.6% | +31.2% | -27.6% | -6.7% |
| YTD | -5.3% | +21.7% | -27.0% | -13.7% |
| 1Y | +2.7% | +19.3% | -16.6% | -5.7% |
| 3Y | +91.5% | +80.6% | +10.9% | +37.9% |
| 5Y | +84.7% | +29.5% | +55.2% | +53.6% |
| All | +447.1% | +223.8% | +223.3% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling