+1,497.9%
META vs WFC
+299.8%
+1,198.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -2.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -18.1% | +4.0% | -22.1% | -19.4% |
| 3M | +2.9% | -4.4% | +7.2% | +4.3% |
| 6M | +0.2% | +7.4% | -7.2% | -2.7% |
| YTD | -8.1% | -7.5% | -0.6% | -6.1% |
| 1Y | -4.5% | -0.3% | -4.2% | -5.1% |
| 3Y | +94.2% | +117.2% | -23.0% | +44.2% |
| 5Y | +79.1% | +89.2% | -10.1% | +37.9% |
| 10Y | +405.9% | +148.3% | +257.6% | +227.1% |
| All | +1,497.9% | +299.8% | +1,198.1% | +819.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling