+0.8%
META vs WFC
+2.7%
-1.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.6% |
| 7D | +2.9% | +4.5% | -1.6% | +1.1% |
| 30D | -15.1% | +7.4% | -22.4% | -17.6% |
| 3M | +7.2% | -0.5% | +7.8% | +7.4% |
| 6M | +3.4% | +11.7% | -8.3% | -1.2% |
| YTD | -4.3% | -4.6% | +0.3% | -4.2% |
| 1Y | +0.8% | +2.5% | -1.8% | -1.2% |
| All | +0.8% | +2.7% | -1.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling