+102.0%
META vs WDC
+781.6%
-679.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.7% | +3.4% |
| 7D | +5.7% | -14.4% | +20.1% | +8.1% |
| 30D | -10.8% | -27.1% | +16.3% | -6.5% |
| 3M | +8.4% | -33.3% | +41.7% | +14.5% |
| 6M | +5.4% | -39.6% | +45.0% | +9.0% |
| YTD | -2.6% | +68.4% | -71.0% | -25.6% |
| 1Y | +3.5% | +78.2% | -74.6% | -23.0% |
| 3Y | +102.0% | +772.0% | -670.0% | -22.7% |
| All | +102.0% | +781.6% | -679.6% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling