+107.3%
META vs WCC
+124.0%
-16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.3% |
| 7D | +6.7% | +4.5% | +2.2% | +5.8% |
| 30D | +4.8% | -5.8% | +10.6% | +5.8% |
| 3M | -1.6% | -3.7% | +2.0% | -1.3% |
| 6M | -7.5% | +23.1% | -30.5% | -12.7% |
| YTD | -6.4% | +44.2% | -50.5% | -15.2% |
| 1Y | -17.3% | +62.1% | -79.4% | -28.0% |
| All | +107.3% | +124.0% | -16.7% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling