+404.3%
META vs WDC
+598.8%
-194.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.2% |
| 7D | -0.8% | -28.0% | +27.2% | +7.4% |
| 30D | -15.4% | -34.9% | +19.5% | -6.4% |
| 3M | +3.5% | -41.6% | +45.1% | +16.5% |
| 6M | -0.3% | -45.4% | +45.1% | +8.9% |
| YTD | -7.3% | +53.3% | -60.6% | -28.9% |
| 1Y | -1.1% | +61.5% | -62.6% | -26.0% |
| 3Y | +95.1% | +712.3% | -617.3% | -18.6% |
| 5Y | +80.6% | +524.2% | -443.7% | -20.1% |
| All | +404.3% | +598.8% | -194.6% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 10y: compounded portfolio wealth divided by compounded WDC 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…
10y analysis · Full analysis span regression · 6 months rolling