+1,527.5%
META vs WM
+834.0%
+693.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | -2.4% | +7.1% | +5.6% |
| 3M | -1.6% | +0.4% | -2.1% | -2.0% |
| 6M | -7.5% | -9.5% | +2.0% | -4.5% |
| YTD | -6.4% | +0.5% | -6.9% | -7.6% |
| 1Y | -17.3% | -1.1% | -16.3% | -18.2% |
| 3Y | +109.9% | +46.0% | +63.9% | +70.8% |
| 5Y | +65.4% | +51.8% | +13.5% | +30.8% |
| 10Y | +391.8% | +307.5% | +84.3% | +141.8% |
| All | +1,527.5% | +834.0% | +693.5% | +654.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling