-18.2%
META vs WMT
+6.0%
-24.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +3.6% | -5.0% | +8.6% | +3.1% |
| 3M | +4.9% | -11.3% | +16.2% | +4.3% |
| 6M | -4.7% | -13.8% | +9.1% | -6.0% |
| YTD | -6.9% | -4.2% | -2.7% | -8.0% |
| 1Y | -18.2% | +4.6% | -22.7% | -19.6% |
| All | -18.2% | +6.0% | -24.2% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling