+1,497.9%
META vs WDC
+1,092.7%
+405.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -17.4% | +13.4% | +0.2% |
| 7D | -3.1% | -32.3% | +29.2% | +5.8% |
| 30D | -18.1% | -34.9% | +16.8% | -10.0% |
| 3M | +2.9% | -48.4% | +51.3% | +18.2% |
| 6M | +0.2% | -42.4% | +42.6% | +7.5% |
| YTD | -8.1% | +55.5% | -63.6% | -27.4% |
| 1Y | -4.5% | +67.5% | -72.0% | -26.7% |
| 3Y | +94.2% | +727.3% | -633.1% | -9.9% |
| 5Y | +79.1% | +533.3% | -454.3% | -12.3% |
| 10Y | +405.9% | +627.0% | -221.1% | +120.1% |
| All | +1,497.9% | +1,092.7% | +405.2% | +685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling