+1,527.5%
META vs WCC
+538.0%
+989.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.1% |
| 7D | +6.7% | +4.5% | +2.2% | +5.6% |
| 30D | +4.8% | -5.8% | +10.6% | +6.0% |
| 3M | -1.6% | -3.7% | +2.0% | -1.6% |
| 6M | -7.5% | +23.1% | -30.5% | -13.4% |
| YTD | -6.4% | +44.2% | -50.5% | -16.0% |
| 1Y | -17.3% | +62.1% | -79.4% | -28.6% |
| 3Y | +109.9% | +121.1% | -11.2% | +60.9% |
| 5Y | +65.4% | +214.0% | -148.6% | +14.3% |
| 10Y | +391.8% | +472.8% | -81.0% | +171.1% |
| All | +1,527.5% | +538.0% | +989.5% | +818.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling