+91.3%
META vs WSM
+255.1%
-163.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +0.2% |
| 7D | +3.1% | -3.2% | +6.2% | +3.8% |
| 30D | -18.2% | +4.6% | -22.9% | -19.2% |
| 3M | +7.8% | +2.4% | +5.4% | +6.9% |
| 6M | +3.6% | +43.7% | -40.1% | -5.4% |
| YTD | -5.3% | +42.1% | -47.4% | -13.7% |
| 1Y | +2.7% | +32.3% | -29.5% | -4.9% |
| All | +91.3% | +255.1% | -163.8% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling