+379.6%
META vs WST
+321.8%
+57.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +4.8% | -3.1% | +7.9% | +5.7% |
| 3M | -1.6% | +7.2% | -8.8% | -3.9% |
| 6M | -7.5% | +36.8% | -44.3% | -16.7% |
| YTD | -6.4% | +23.8% | -30.2% | -13.5% |
| 1Y | -17.3% | +37.8% | -55.1% | -26.7% |
| 3Y | +109.9% | -15.9% | +125.8% | +104.4% |
| 5Y | +65.4% | -25.8% | +91.2% | +60.8% |
| All | +379.6% | +321.8% | +57.8% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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