+462.9%
META vs WDC
+653.2%
-190.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +4.2% |
| 7D | +5.2% | +12.1% | -6.9% | +1.9% |
| 30D | -13.0% | -18.8% | +5.8% | -9.2% |
| 3M | +7.9% | -39.3% | +47.2% | +20.2% |
| 6M | +4.2% | -40.1% | +44.4% | +11.3% |
| YTD | -2.5% | +71.8% | -74.3% | -27.6% |
| 1Y | +5.6% | +88.5% | -82.9% | -24.5% |
| 3Y | +96.8% | +770.0% | -673.2% | -19.4% |
| 5Y | +90.0% | +549.0% | -459.0% | -17.1% |
| All | +462.9% | +653.2% | -190.3% | +120.4% |
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