-14.3%
META vs WTW
-4.1%
-10.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.1% | +6.7% |
| 7D | +10.3% | -7.1% | +17.4% | +10.7% |
| 30D | +9.9% | -8.5% | +18.4% | +10.4% |
| 3M | +11.9% | +20.6% | -8.6% | +8.9% |
| 6M | +1.2% | +7.2% | -6.1% | +0.6% |
| YTD | -0.8% | -3.9% | +3.1% | -1.9% |
| 1Y | -14.3% | -3.6% | -10.8% | -16.6% |
| All | -14.3% | -4.1% | -10.2% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling