+1,497.9%
META vs WU
-11.2%
+1,509.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.5% | -5.9% |
| 7D | -3.1% | +13.0% | -16.2% | -6.8% |
| 30D | -18.1% | +14.3% | -32.4% | -21.6% |
| 3M | +2.9% | +0.1% | +2.7% | +2.3% |
| 6M | +0.2% | -17.7% | +17.9% | +4.7% |
| YTD | -8.1% | -17.3% | +9.2% | -4.6% |
| 1Y | -4.5% | -11.1% | +6.5% | -3.6% |
| 3Y | +94.2% | -19.8% | +114.0% | +97.4% |
| 5Y | +79.1% | -40.5% | +119.6% | +100.4% |
| 10Y | +405.9% | -33.7% | +439.6% | +424.7% |
| All | +1,497.9% | -11.2% | +1,509.1% | +1,458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling