+62.8%
META vs WBD
-0.2%
+63.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -1.8% | +8.5% | +7.1% |
| 30D | +4.8% | +8.8% | -4.0% | +2.8% |
| 3M | -1.6% | +4.6% | -6.3% | -2.7% |
| 6M | -7.5% | +1.1% | -8.5% | -7.7% |
| YTD | -6.4% | -2.0% | -4.4% | -6.1% |
| 1Y | -17.3% | +140.0% | -157.4% | -34.1% |
| 3Y | +109.9% | +144.4% | -34.4% | +57.5% |
| All | +62.8% | -0.2% | +63.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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