+425.7%
META vs WWD
+494.7%
-69.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +3.6% |
| 7D | +5.7% | +4.2% | +1.5% | +4.3% |
| 30D | -10.8% | -0.8% | -10.0% | -10.6% |
| 3M | +8.4% | -8.2% | +16.6% | +11.0% |
| 6M | +5.4% | -9.8% | +15.2% | +8.1% |
| YTD | -2.6% | +10.4% | -13.0% | -7.2% |
| 1Y | +3.5% | +25.5% | -22.0% | -5.7% |
| 3Y | +102.0% | +155.8% | -53.8% | +44.1% |
| 5Y | +93.1% | +187.3% | -94.2% | +30.7% |
| 10Y | +425.7% | +462.7% | -37.0% | +198.9% |
| All | +425.7% | +494.7% | -69.0% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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