+95.1%
META vs WWD
+145.1%
-50.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.2% |
| 7D | -0.8% | +4.2% | -4.9% | -2.1% |
| 30D | -15.4% | -2.1% | -13.3% | -14.9% |
| 3M | +3.5% | -13.2% | +16.7% | +7.9% |
| 6M | -0.3% | -16.9% | +16.6% | +4.7% |
| YTD | -7.3% | +5.2% | -12.6% | -10.8% |
| 1Y | -1.1% | +20.6% | -21.7% | -9.8% |
| 3Y | +95.1% | +146.3% | -51.3% | +44.3% |
| All | +95.1% | +145.1% | -50.0% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling