+86.4%
META vs WFC
+90.3%
-3.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +5.2% | +2.5% | +2.7% | +4.0% |
| 30D | -13.0% | +7.0% | -20.0% | -15.7% |
| 3M | +7.9% | -1.8% | +9.7% | +8.6% |
| 6M | +4.2% | +18.4% | -14.2% | -3.9% |
| YTD | -2.5% | -5.6% | +3.1% | -0.8% |
| 1Y | +5.6% | +3.9% | +1.7% | +2.7% |
| 3Y | +96.8% | +126.3% | -29.5% | +25.8% |
| All | +86.4% | +90.3% | -3.9% | +28.6% |
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