+425.7%
META vs WMT
+542.9%
-117.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +5.7% | -1.6% | +7.3% | +6.2% |
| 30D | -10.8% | +12.9% | -23.6% | -14.4% |
| 3M | +8.4% | +12.6% | -4.2% | +3.7% |
| 6M | +5.4% | -3.4% | +8.8% | +5.9% |
| YTD | -2.6% | +13.5% | -16.1% | -8.6% |
| 1Y | +3.5% | +23.5% | -20.0% | -6.2% |
| 3Y | +102.0% | +137.3% | -35.3% | +41.5% |
| 5Y | +93.1% | +167.9% | -74.8% | +27.7% |
| 10Y | +425.7% | +526.6% | -100.9% | +197.7% |
| All | +425.7% | +542.9% | -117.2% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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