+93.7%
META vs WFC
+92.6%
+1.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.2% | -1.3% | +1.1% | +0.4% |
| 30D | -15.4% | +3.6% | -19.0% | -16.8% |
| 3M | +5.0% | -1.3% | +6.3% | +5.4% |
| 6M | +5.2% | +18.0% | -12.8% | -3.0% |
| YTD | -4.5% | -5.9% | +1.4% | -2.7% |
| 1Y | +0.6% | +1.8% | -1.2% | -1.3% |
| 3Y | +93.1% | +125.0% | -31.9% | +23.7% |
| 5Y | +93.7% | +92.0% | +1.7% | +33.7% |
| All | +93.7% | +92.6% | +1.1% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling