+1,497.9%
META vs WST
+1,762.3%
-264.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.7% |
| 7D | -3.1% | -5.8% | +2.7% | -1.2% |
| 30D | -18.1% | +5.3% | -23.4% | -19.5% |
| 3M | +2.9% | +11.8% | -9.0% | -0.9% |
| 6M | +0.2% | +26.7% | -26.5% | -7.5% |
| YTD | -8.1% | +43.0% | -51.1% | -19.3% |
| 1Y | -4.5% | +38.9% | -43.4% | -15.5% |
| 3Y | +94.2% | +18.2% | +76.0% | +63.4% |
| 5Y | +79.1% | -1.5% | +80.6% | +58.7% |
| 10Y | +405.9% | +439.0% | -33.1% | +129.8% |
| All | +1,497.9% | +1,762.3% | -264.4% | +563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling