+1,560.5%
META vs WTW
+364.8%
+1,195.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.2% | -0.9% | +0.8% | +0.1% |
| 30D | -15.4% | +12.0% | -27.3% | -19.3% |
| 3M | +5.0% | -2.1% | +7.1% | +5.3% |
| 6M | +5.2% | +34.8% | -29.6% | -8.7% |
| YTD | -4.5% | +2.7% | -7.2% | -7.8% |
| 1Y | +0.6% | +5.1% | -4.5% | -3.9% |
| 3Y | +93.1% | +44.4% | +48.7% | +57.4% |
| 5Y | +93.7% | +55.1% | +38.5% | +51.1% |
| 10Y | +433.3% | +216.1% | +217.3% | +203.5% |
| All | +1,560.5% | +364.8% | +1,195.7% | +781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling