+1,511.3%
META vs WCN
+913.5%
+597.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -0.8% | +2.9% | -3.7% | -2.1% |
| 30D | -15.4% | +22.1% | -37.5% | -23.4% |
| 3M | +3.5% | +13.2% | -9.7% | -3.0% |
| 6M | -0.3% | +23.7% | -24.0% | -10.7% |
| YTD | -7.3% | +8.7% | -16.1% | -12.4% |
| 1Y | -1.1% | +15.3% | -16.4% | -9.4% |
| 3Y | +95.1% | +46.0% | +49.1% | +54.2% |
| 5Y | +80.6% | +45.9% | +34.7% | +41.1% |
| 10Y | +410.1% | +311.1% | +99.1% | +149.2% |
| All | +1,511.3% | +913.5% | +597.8% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling