+91.3%
META vs WMT
+134.8%
-43.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | -18.2% | +12.4% | -30.6% | -20.1% |
| 3M | +7.8% | +9.0% | -1.2% | +5.8% |
| 6M | +3.6% | -3.0% | +6.6% | +4.6% |
| YTD | -5.3% | +14.0% | -19.3% | -10.1% |
| 1Y | +2.7% | +23.0% | -20.3% | -5.6% |
| All | +91.3% | +134.8% | -43.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling