+80.4%
META vs WCC
+112.3%
-31.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -1.3% |
| 7D | -3.1% | -21.9% | +18.8% | +3.4% |
| 30D | -18.1% | -25.4% | +7.3% | -11.5% |
| 3M | +2.9% | -23.1% | +26.0% | +9.7% |
| 6M | +0.2% | -18.1% | +18.2% | +3.9% |
| YTD | -8.1% | +17.7% | -25.8% | -16.2% |
| 1Y | -4.5% | +12.4% | -16.9% | -11.9% |
| 3Y | +94.2% | +105.9% | -11.7% | +31.2% |
| All | +80.4% | +112.3% | -31.9% | +7.1% |
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