+62.8%
META vs WAT
-3.2%
+66.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +4.8% | +2.3% | +2.4% | +3.9% |
| 3M | -1.6% | +8.7% | -10.4% | -4.5% |
| 6M | -7.5% | +28.3% | -35.8% | -15.6% |
| YTD | -6.4% | +7.8% | -14.2% | -10.0% |
| 1Y | -17.3% | +36.6% | -53.9% | -28.0% |
| 3Y | +109.9% | +45.7% | +64.3% | +64.4% |
| All | +62.8% | -3.2% | +66.0% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling