+444.1%
META vs WU
-35.2%
+479.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +3.3% | +11.0% | -7.8% | -0.2% |
| 30D | -10.8% | +13.4% | -24.2% | -14.4% |
| 3M | +7.9% | +2.2% | +5.7% | +6.7% |
| 6M | +5.4% | -18.2% | +23.6% | +10.5% |
| YTD | -2.6% | -18.3% | +15.7% | +1.6% |
| 1Y | +1.9% | -12.2% | +14.0% | +3.4% |
| 3Y | +97.0% | -20.8% | +117.8% | +100.6% |
| 5Y | +97.6% | -42.6% | +140.2% | +126.3% |
| All | +444.1% | -35.2% | +479.3% | +446.3% |
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