+404.3%
META vs WFC
+143.9%
+260.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -15.4% | +5.2% | -20.6% | -17.0% |
| 3M | +3.5% | -3.0% | +6.6% | +4.4% |
| 6M | -0.3% | +6.2% | -6.5% | -2.6% |
| YTD | -7.3% | -7.9% | +0.6% | -5.3% |
| 1Y | -1.1% | +0.3% | -1.4% | -1.8% |
| 3Y | +95.1% | +117.7% | -22.7% | +47.6% |
| 5Y | +80.6% | +88.4% | -7.8% | +41.4% |
| All | +404.3% | +143.9% | +260.4% | +304.2% |
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 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