-1.1%
META vs WM
+20.0%
-21.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.4% |
| 7D | -0.8% | +1.2% | -2.0% | -0.5% |
| 30D | -15.4% | +13.1% | -28.5% | -13.5% |
| 3M | +3.5% | +3.6% | -0.1% | +4.5% |
| 6M | -0.3% | +8.1% | -8.4% | +2.2% |
| YTD | -7.3% | +8.9% | -16.2% | -6.7% |
| 1Y | -1.1% | +20.3% | -21.4% | +3.4% |
| All | -1.1% | +20.0% | -21.1% | +3.4% |
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