+86.4%
META vs WCC
+139.9%
-53.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.4% |
| 7D | +5.2% | +9.9% | -4.8% | +2.4% |
| 30D | -13.0% | -8.4% | -4.5% | -11.3% |
| 3M | +7.9% | -10.3% | +18.3% | +10.3% |
| 6M | +4.2% | -10.5% | +14.7% | +5.6% |
| YTD | -2.5% | +32.2% | -34.7% | -14.0% |
| 1Y | +5.6% | +25.5% | -20.0% | -5.5% |
| 3Y | +96.8% | +134.7% | -37.9% | +27.9% |
| All | +86.4% | +139.9% | -53.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling