+425.7%
META vs WPM
+553.6%
-127.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +4.3% |
| 7D | +5.7% | +20.8% | -15.1% | +2.9% |
| 30D | -10.8% | +3.8% | -14.6% | -11.3% |
| 3M | +8.4% | +7.4% | +1.0% | +6.9% |
| 6M | +5.4% | +4.0% | +1.4% | +4.0% |
| YTD | -2.6% | +23.0% | -25.6% | -6.6% |
| 1Y | +3.5% | +45.9% | -42.4% | -3.2% |
| 3Y | +102.0% | +242.9% | -140.9% | +62.7% |
| 5Y | +93.1% | +259.5% | -166.4% | +52.2% |
| 10Y | +425.7% | +577.7% | -152.1% | +293.1% |
| All | +425.7% | +553.6% | -127.9% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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