+107.3%
META vs WST
-15.6%
+122.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +4.8% | -3.1% | +7.9% | +5.1% |
| 3M | -1.6% | +7.2% | -8.8% | -2.3% |
| 6M | -7.5% | +36.8% | -44.3% | -10.4% |
| YTD | -6.4% | +23.8% | -30.2% | -8.5% |
| 1Y | -17.3% | +37.8% | -55.1% | -20.2% |
| All | +107.3% | -15.6% | +122.9% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling