+1,527.5%
META vs WPM
+641.3%
+886.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +6.7% | +1.1% | +5.6% | +6.6% |
| 30D | +4.8% | +26.4% | -21.6% | +2.2% |
| 3M | -1.6% | +20.8% | -22.5% | -3.8% |
| 6M | -7.5% | +1.1% | -8.6% | -8.1% |
| YTD | -6.4% | +32.5% | -38.9% | -9.7% |
| 1Y | -17.3% | +51.5% | -68.9% | -21.6% |
| 3Y | +109.9% | +267.0% | -157.1% | +80.0% |
| 5Y | +65.4% | +250.1% | -184.8% | +41.0% |
| 10Y | +391.8% | +540.4% | -148.6% | +299.1% |
| All | +1,527.5% | +641.3% | +886.2% | +1,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling