+81.9%
META vs WPM
+246.3%
-164.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -0.8% | +16.9% | -17.7% | -3.3% |
| 30D | -15.4% | +2.0% | -17.4% | -15.8% |
| 3M | +3.5% | +8.9% | -5.4% | +1.6% |
| 6M | -0.3% | +1.6% | -1.9% | -1.4% |
| YTD | -7.3% | +16.5% | -23.8% | -11.2% |
| 1Y | -1.1% | +42.2% | -43.3% | -8.7% |
| 3Y | +95.1% | +213.3% | -118.2% | +44.4% |
| All | +81.9% | +246.3% | -164.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling