+433.3%
META vs WDC
+725.5%
-292.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.3% | -10.3% | -4.1% |
| 7D | -0.2% | -3.2% | +3.1% | +0.1% |
| 30D | -15.4% | -19.0% | +3.7% | -11.6% |
| 3M | +5.0% | -28.4% | +33.5% | +12.0% |
| 6M | +5.2% | -39.2% | +44.4% | +12.0% |
| YTD | -4.5% | +82.1% | -86.6% | -30.1% |
| 1Y | +0.6% | +84.7% | -84.0% | -27.2% |
| 3Y | +93.1% | +825.6% | -732.6% | -22.1% |
| 5Y | +93.7% | +608.2% | -514.5% | -17.3% |
| 10Y | +433.3% | +695.1% | -261.8% | +107.2% |
| All | +433.3% | +725.5% | -292.2% | +107.2% |
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