+97.0%
META vs WFC
+126.3%
-29.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | +0.9% | +2.4% | +3.0% |
| 30D | -10.8% | +3.3% | -14.0% | -11.9% |
| 3M | +7.9% | -1.4% | +9.3% | +8.3% |
| 6M | +5.4% | +14.7% | -9.3% | -0.1% |
| YTD | -2.6% | -5.9% | +3.3% | -1.2% |
| 1Y | +1.9% | +1.8% | 0.0% | +0.4% |
| 3Y | +97.0% | +124.9% | -27.9% | +51.4% |
| All | +97.0% | +126.3% | -29.4% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling