+436.0%
META vs WCC
+460.5%
-24.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | -9.9% | +13.2% | +5.5% |
| 30D | -10.8% | -13.4% | +2.6% | -8.1% |
| 3M | +7.9% | -13.5% | +21.4% | +10.8% |
| 6M | +5.4% | -10.6% | +16.0% | +6.6% |
| YTD | -2.6% | +30.1% | -32.7% | -11.0% |
| 1Y | +1.9% | +22.3% | -20.5% | -5.7% |
| 3Y | +97.0% | +130.3% | -33.3% | +48.0% |
| 5Y | +97.6% | +144.5% | -46.9% | +42.2% |
| 10Y | +436.0% | +431.8% | +4.2% | +216.5% |
| All | +436.0% | +460.5% | -24.5% | +216.5% |
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