+81.9%
META vs WFC
+86.8%
-4.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -15.4% | +4.6% | -20.0% | -17.3% |
| 3M | +3.5% | -3.6% | +7.1% | +4.9% |
| 6M | -0.3% | +5.6% | -5.9% | -3.3% |
| YTD | -7.3% | -8.5% | +1.1% | -4.4% |
| 1Y | -1.1% | -0.3% | -0.8% | -2.0% |
| 3Y | +95.1% | +116.4% | -21.4% | +27.3% |
| All | +81.9% | +86.8% | -4.9% | +27.4% |
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 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