+1,527.5%
META vs WSM
+1,696.6%
-169.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +6.7% | -3.3% | +10.0% | +7.6% |
| 30D | +4.8% | -8.4% | +13.1% | +7.1% |
| 3M | -1.6% | +9.7% | -11.3% | -4.3% |
| 6M | -7.5% | +16.7% | -24.1% | -11.5% |
| YTD | -6.4% | +28.7% | -35.1% | -13.1% |
| 1Y | -17.3% | +13.7% | -31.0% | -21.1% |
| 3Y | +109.9% | +230.1% | -120.2% | +45.1% |
| 5Y | +65.4% | +179.0% | -113.6% | +15.7% |
| 10Y | +391.8% | +1,002.5% | -610.7% | +143.8% |
| All | +1,527.5% | +1,696.6% | -169.1% | +754.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling