+404.3%
META vs WU
-36.0%
+440.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | -0.8% | +11.7% | -12.5% | -4.3% |
| 30D | -15.4% | +12.6% | -28.0% | -18.7% |
| 3M | +3.5% | -0.5% | +4.0% | +3.2% |
| 6M | -0.3% | -18.2% | +17.9% | +4.5% |
| YTD | -7.3% | -19.0% | +11.7% | -3.1% |
| 1Y | -1.1% | -16.7% | +15.6% | +2.2% |
| 3Y | +95.1% | -21.0% | +116.1% | +98.7% |
| 5Y | +80.6% | -41.7% | +122.3% | +105.4% |
| All | +404.3% | -36.0% | +440.3% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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