+462.9%
META vs WFC
+117.8%
+345.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +5.2% | +2.5% | +2.7% | +4.3% |
| 30D | -13.0% | +7.0% | -20.0% | -15.0% |
| 3M | +7.9% | -1.8% | +9.7% | +8.4% |
| 6M | +4.2% | +18.4% | -14.2% | -1.9% |
| YTD | -2.5% | -5.6% | +3.1% | -1.2% |
| 1Y | +5.6% | +3.9% | +1.7% | +3.5% |
| 3Y | +96.8% | +126.3% | -29.5% | +46.1% |
| 5Y | +90.0% | +91.1% | -1.1% | +47.3% |
| All | +462.9% | +117.8% | +345.2% | +318.9% |
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