+425.7%
META vs WFC
+142.4%
+283.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.5% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -10.8% | +2.9% | -13.7% | -11.7% |
| 3M | +8.4% | -1.4% | +9.8% | +8.7% |
| 6M | +5.4% | +14.3% | -9.0% | +0.4% |
| YTD | -2.6% | -6.2% | +3.6% | -1.0% |
| 1Y | +3.5% | +1.6% | +1.9% | +2.3% |
| 3Y | +102.0% | +126.9% | -24.9% | +50.5% |
| 5Y | +93.1% | +94.0% | -0.9% | +49.7% |
| 10Y | +425.7% | +134.0% | +291.6% | +311.0% |
| All | +425.7% | +142.4% | +283.2% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling