+62.8%
META vs WEC
+31.0%
+31.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +4.8% | -1.3% | +6.0% | +4.7% |
| 3M | -1.6% | -3.9% | +2.3% | -1.7% |
| 6M | -7.5% | -8.3% | +0.8% | -7.4% |
| YTD | -6.4% | +3.1% | -9.5% | -6.8% |
| 1Y | -17.3% | +1.9% | -19.3% | -17.6% |
| 3Y | +109.9% | +41.9% | +68.0% | +102.5% |
| All | +62.8% | +31.0% | +31.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling