-5.8%
META vs WETO
-99.4%
+93.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -20.8% | +21.8% | +1.0% |
| 7D | +6.7% | -55.4% | +62.1% | +6.8% |
| 30D | +4.8% | -48.5% | +53.2% | +2.9% |
| 3M | -1.6% | -97.5% | +95.9% | -2.1% |
| 6M | -7.5% | -94.2% | +86.7% | -9.8% |
| YTD | -6.4% | -97.0% | +90.6% | -7.4% |
| 1Y | -17.3% | -98.9% | +81.6% | -16.5% |
| All | -5.8% | -99.4% | +93.5% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling