+436.0%
META vs WPM
+556.6%
-120.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.7% |
| 7D | +3.3% | +16.4% | -13.1% | +1.1% |
| 30D | -10.8% | -1.5% | -9.3% | -10.7% |
| 3M | +7.9% | +2.6% | +5.3% | +7.1% |
| 6M | +5.4% | -1.3% | +6.7% | +4.8% |
| YTD | -2.6% | +16.8% | -19.3% | -6.0% |
| 1Y | +1.9% | +34.1% | -32.3% | -3.7% |
| 3Y | +97.0% | +225.1% | -128.2% | +59.6% |
| 5Y | +97.6% | +234.5% | -136.9% | +57.1% |
| 10Y | +436.0% | +674.1% | -238.1% | +297.6% |
| All | +436.0% | +556.6% | -120.6% | +297.6% |
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