+1,497.9%
META vs WAT
+445.7%
+1,052.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.8% |
| 7D | -3.1% | -5.6% | +2.5% | -1.0% |
| 30D | -18.1% | +3.8% | -21.9% | -19.3% |
| 3M | +2.9% | +13.3% | -10.4% | -2.0% |
| 6M | +0.2% | +32.2% | -32.0% | -10.3% |
| YTD | -8.1% | +19.3% | -27.4% | -15.9% |
| 1Y | -4.5% | +21.8% | -26.3% | -13.5% |
| 3Y | +94.2% | +73.9% | +20.2% | +42.3% |
| 5Y | +79.1% | +32.1% | +47.0% | +47.2% |
| 10Y | +405.9% | +228.2% | +177.7% | +168.2% |
| All | +1,497.9% | +445.7% | +1,052.1% | +609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling