+436.0%
META vs WWD
+460.9%
-24.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | +0.4% | +2.8% | +3.1% |
| 30D | -10.8% | -0.4% | -10.3% | -10.7% |
| 3M | +7.9% | -6.1% | +14.0% | +9.7% |
| 6M | +5.4% | -9.5% | +14.9% | +7.9% |
| YTD | -2.6% | +10.8% | -13.4% | -7.3% |
| 1Y | +1.9% | +23.5% | -21.7% | -6.7% |
| 3Y | +97.0% | +151.3% | -54.3% | +41.2% |
| 5Y | +97.6% | +187.8% | -90.2% | +33.7% |
| 10Y | +436.0% | +461.1% | -25.1% | +205.3% |
| All | +436.0% | +460.9% | -24.9% | +205.3% |
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