+404.3%
META vs WCC
+457.1%
-52.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | -0.8% | -14.7% | +13.9% | +2.6% |
| 30D | -15.4% | -20.1% | +4.6% | -11.3% |
| 3M | +3.5% | -21.2% | +24.7% | +8.6% |
| 6M | -0.3% | -19.2% | +18.9% | +3.2% |
| YTD | -7.3% | +20.2% | -27.5% | -13.8% |
| 1Y | -1.1% | +14.5% | -15.5% | -7.0% |
| 3Y | +95.1% | +115.1% | -20.1% | +49.2% |
| 5Y | +80.6% | +121.5% | -40.9% | +33.1% |
| All | +404.3% | +457.1% | -52.8% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling