-2.0%
META vs WETO
-99.9%
+97.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +2.9% |
| 7D | +5.2% | -39.7% | +44.9% | +5.2% |
| 30D | -13.0% | -26.7% | +13.7% | -13.0% |
| 3M | +7.9% | -83.1% | +91.1% | +5.6% |
| 6M | +4.2% | -98.8% | +103.0% | +2.2% |
| YTD | -2.5% | -99.3% | +96.8% | -3.5% |
| 1Y | +5.6% | -99.4% | +105.0% | +4.9% |
| All | -2.0% | -99.9% | +97.9% | -3.3% |
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