+93.4%
META vs WAT
+73.0%
+20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.4% |
| 7D | -3.1% | -5.6% | +2.5% | -2.2% |
| 30D | -18.1% | +3.8% | -21.9% | -18.6% |
| 3M | +2.9% | +13.3% | -10.4% | +0.8% |
| 6M | +0.2% | +32.2% | -32.0% | -4.3% |
| YTD | -8.1% | +19.3% | -27.4% | -11.1% |
| 1Y | -4.5% | +21.8% | -26.3% | -8.1% |
| All | +93.4% | +73.0% | +20.4% | +83.7% |
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