+426.7%
META vs WM
+349.5%
+77.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +2.9% | +5.9% | -3.1% | +0.9% |
| 30D | -15.1% | +15.4% | -30.5% | -19.3% |
| 3M | +7.2% | +6.3% | +0.9% | +4.7% |
| 6M | +3.4% | +5.6% | -2.2% | +0.9% |
| YTD | -4.3% | +9.9% | -14.2% | -8.6% |
| 1Y | +0.8% | +20.8% | -20.1% | -7.3% |
| 3Y | +102.2% | +48.5% | +53.7% | +65.1% |
| 5Y | +89.4% | +60.6% | +28.8% | +47.4% |
| 10Y | +426.7% | +349.8% | +76.9% | +164.6% |
| All | +426.7% | +349.5% | +77.2% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling