+374.8%
META vs WDC
+1,321.3%
-946.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | -0.5% |
| 7D | +6.7% | +1.7% | +5.0% | +6.2% |
| 30D | +4.8% | -10.0% | +14.7% | +6.8% |
| 3M | -1.6% | -18.8% | +17.1% | -0.5% |
| 6M | -7.5% | +79.0% | -86.5% | -27.1% |
| YTD | -6.4% | +171.6% | -177.9% | -37.0% |
| 1Y | -17.3% | +417.4% | -434.7% | -56.1% |
| 3Y | +109.9% | +1,251.8% | -1,141.9% | -21.5% |
| 5Y | +65.4% | +911.7% | -846.3% | -34.3% |
| All | +374.8% | +1,321.3% | -946.5% | +62.5% |
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