+436.0%
META vs WSM
+1,226.6%
-790.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +3.3% | +3.1% | +0.2% | +2.4% |
| 30D | -10.8% | +8.5% | -19.3% | -13.0% |
| 3M | +7.9% | +4.6% | +3.3% | +6.2% |
| 6M | +5.4% | +44.5% | -39.2% | -5.8% |
| YTD | -2.6% | +48.4% | -51.0% | -14.0% |
| 1Y | +1.9% | +36.2% | -34.3% | -8.0% |
| 3Y | +97.0% | +268.8% | -171.8% | +26.6% |
| 5Y | +97.6% | +185.2% | -87.6% | +30.7% |
| 10Y | +436.0% | +1,175.8% | -739.8% | +138.1% |
| All | +436.0% | +1,226.6% | -790.6% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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