+404.3%
META vs WM
+339.4%
+64.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -15.4% | +13.1% | -28.5% | -19.1% |
| 3M | +3.5% | +3.6% | -0.1% | +1.9% |
| 6M | -0.3% | +8.1% | -8.4% | -3.5% |
| YTD | -7.3% | +8.9% | -16.2% | -11.2% |
| 1Y | -1.1% | +20.3% | -21.4% | -9.0% |
| 3Y | +95.1% | +46.2% | +48.9% | +60.2% |
| 5Y | +80.6% | +59.9% | +20.7% | +40.6% |
| All | +404.3% | +339.4% | +64.9% | +160.7% |
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