+1,527.5%
META vs WEC
+357.0%
+1,170.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | -1.3% | +6.0% | +5.0% |
| 3M | -1.6% | -3.9% | +2.3% | -1.1% |
| 6M | -7.5% | -8.3% | +0.8% | -6.3% |
| YTD | -6.4% | +3.1% | -9.5% | -7.4% |
| 1Y | -17.3% | +1.9% | -19.3% | -18.1% |
| 3Y | +109.9% | +41.9% | +68.0% | +91.6% |
| 5Y | +65.4% | +30.8% | +34.6% | +52.9% |
| 10Y | +391.8% | +141.9% | +249.9% | +286.7% |
| All | +1,527.5% | +357.0% | +1,170.5% | +900.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling