+1,511.3%
META vs WMT
+702.0%
+809.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | -0.8% | +1.6% | -2.4% | -1.3% |
| 30D | -15.4% | +16.1% | -31.5% | -19.3% |
| 3M | +3.5% | +12.3% | -8.8% | -0.6% |
| 6M | -0.3% | -3.1% | +2.8% | 0.0% |
| YTD | -7.3% | +13.4% | -20.7% | -12.5% |
| 1Y | -1.1% | +24.5% | -25.6% | -9.7% |
| 3Y | +95.1% | +135.7% | -40.6% | +42.7% |
| 5Y | +80.6% | +166.8% | -86.3% | +25.5% |
| 10Y | +410.1% | +543.4% | -133.3% | +186.8% |
| All | +1,511.3% | +702.0% | +809.3% | +730.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling