+86.4%
META vs WCN
+48.0%
+38.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +2.6% | +2.6% | +4.4% |
| 30D | -13.0% | +23.9% | -36.9% | -18.9% |
| 3M | +7.9% | +17.4% | -9.5% | +2.4% |
| 6M | +4.2% | +28.0% | -23.8% | -4.3% |
| YTD | -2.5% | +11.6% | -14.1% | -6.1% |
| 1Y | +5.6% | +16.9% | -11.3% | -0.4% |
| 3Y | +96.8% | +51.6% | +45.2% | +56.1% |
| All | +86.4% | +48.0% | +38.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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