+418.8%
META vs WTW
+189.9%
+229.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.1% | +8.0% |
| 7D | +10.3% | -7.1% | +17.4% | +13.5% |
| 30D | +9.9% | -8.5% | +18.4% | +13.7% |
| 3M | +11.9% | +20.6% | -8.6% | +2.3% |
| 6M | +1.2% | +7.2% | -6.1% | -3.0% |
| YTD | -0.8% | -3.9% | +3.1% | -1.2% |
| 1Y | -14.3% | -3.6% | -10.8% | -15.1% |
| 3Y | +121.4% | +60.7% | +60.7% | +68.7% |
| 5Y | +74.5% | +42.2% | +32.3% | +39.5% |
| 10Y | +418.8% | +195.5% | +223.4% | +214.3% |
| All | +418.8% | +189.9% | +229.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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