+79.1%
META vs WM
+62.1%
+17.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.1% |
| 7D | -3.1% | +4.5% | -7.6% | -3.8% |
| 30D | -18.1% | +16.1% | -34.2% | -20.2% |
| 3M | +2.9% | +8.0% | -5.2% | +1.5% |
| 6M | +0.2% | +8.4% | -8.2% | -1.2% |
| YTD | -8.1% | +11.2% | -19.3% | -10.4% |
| 1Y | -4.5% | +22.3% | -26.9% | -9.2% |
| 3Y | +94.2% | +50.2% | +43.9% | +66.4% |
| 5Y | +79.1% | +63.3% | +15.8% | +42.3% |
| All | +79.1% | +62.1% | +17.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling