+0.8%
META vs WM
+21.9%
-21.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.8% |
| 7D | +2.9% | +5.9% | -3.1% | +4.0% |
| 30D | -15.1% | +15.4% | -30.5% | -12.9% |
| 3M | +7.2% | +6.3% | +0.9% | +8.7% |
| 6M | +3.4% | +5.6% | -2.2% | +4.7% |
| YTD | -4.3% | +9.9% | -14.2% | -3.6% |
| 1Y | +0.8% | +20.8% | -20.1% | +3.2% |
| All | +0.8% | +21.9% | -21.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling