-1.6%
META vs WETO
-99.4%
+97.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -1.4% |
| 7D | +5.5% | -19.9% | +25.4% | +5.5% |
| 30D | +7.6% | -42.7% | +50.2% | +5.6% |
| 3M | +13.0% | -97.7% | +110.7% | +12.7% |
| 6M | -1.3% | -94.4% | +93.1% | -3.7% |
| YTD | -2.2% | -97.0% | +94.8% | -3.3% |
| 1Y | -14.0% | -98.9% | +84.8% | -13.2% |
| All | -1.6% | -99.4% | +97.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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