+62.8%
META vs WWD
+198.3%
-135.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +6.7% | +1.3% | +5.4% | +6.1% |
| 30D | +4.8% | -7.2% | +11.9% | +7.8% |
| 3M | -1.6% | -3.8% | +2.2% | -1.0% |
| 6M | -7.5% | -9.9% | +2.4% | -4.7% |
| YTD | -6.4% | +14.8% | -21.2% | -14.5% |
| 1Y | -17.3% | +42.1% | -59.4% | -32.5% |
| 3Y | +109.9% | +170.8% | -60.9% | +17.3% |
| All | +62.8% | +198.3% | -135.5% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling