+1.9%
META vs WWD
+25.7%
-23.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.8% |
| 3M | +7.9% | -6.1% | +14.0% | +9.0% |
| 6M | +5.4% | -9.5% | +14.9% | +6.7% |
| YTD | -2.6% | +10.8% | -13.4% | -3.8% |
| 1Y | +1.9% | +23.5% | -21.7% | -2.8% |
| All | +1.9% | +25.7% | -23.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling