+1,527.5%
META vs WMT
+584.5%
+942.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | +3.9% | +2.8% | +5.5% |
| 30D | +4.8% | -4.4% | +9.2% | +5.9% |
| 3M | -1.6% | -8.8% | +7.2% | +0.8% |
| 6M | -7.5% | -15.6% | +8.2% | -3.2% |
| YTD | -6.4% | -3.2% | -3.2% | -7.0% |
| 1Y | -17.3% | +7.0% | -24.4% | -21.0% |
| 3Y | +109.9% | +105.3% | +4.6% | +60.4% |
| 5Y | +65.4% | +129.3% | -63.9% | +20.7% |
| 10Y | +391.8% | +423.9% | -32.1% | +193.7% |
| All | +1,527.5% | +584.5% | +942.9% | +782.7% |
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