+447.1%
META vs WFC
+117.1%
+330.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.1% | +1.7% | +1.3% | +2.5% |
| 30D | -18.2% | +6.8% | -25.1% | -20.1% |
| 3M | +7.8% | -3.0% | +10.8% | +8.8% |
| 6M | +3.6% | +15.4% | -11.8% | -1.7% |
| YTD | -5.3% | -5.9% | +0.6% | -3.9% |
| 1Y | +2.7% | +1.7% | +1.1% | +1.5% |
| 3Y | +91.5% | +124.9% | -33.4% | +42.4% |
| 5Y | +84.7% | +90.5% | -5.8% | +43.3% |
| All | +447.1% | +117.1% | +330.0% | +307.5% |
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