+404.3%
META vs WST
+441.1%
-36.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.3% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -15.4% | +9.1% | -24.5% | -17.6% |
| 3M | +3.5% | +14.7% | -11.2% | -0.9% |
| 6M | -0.3% | +28.0% | -28.3% | -7.9% |
| YTD | -7.3% | +45.6% | -53.0% | -18.6% |
| 1Y | -1.1% | +45.7% | -46.7% | -13.3% |
| 3Y | +95.1% | +21.1% | +74.0% | +63.7% |
| 5Y | +80.6% | +0.3% | +80.2% | +59.0% |
| All | +404.3% | +441.1% | -36.8% | +143.3% |
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