+107.3%
META vs WAT
+46.1%
+61.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +4.8% | +2.3% | +2.4% | +4.3% |
| 3M | -1.6% | +8.7% | -10.4% | -3.0% |
| 6M | -7.5% | +28.3% | -35.8% | -11.4% |
| YTD | -6.4% | +7.8% | -14.2% | -8.0% |
| 1Y | -17.3% | +36.6% | -53.9% | -22.9% |
| All | +107.3% | +46.1% | +61.2% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling