+93.7%
META vs WWD
+191.3%
-97.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -0.2% | +3.7% | -3.9% | -1.7% |
| 30D | -15.4% | +1.8% | -17.2% | -16.1% |
| 3M | +5.0% | -5.0% | +10.0% | +6.8% |
| 6M | +5.2% | -8.4% | +13.6% | +7.7% |
| YTD | -4.5% | +12.3% | -16.8% | -12.2% |
| 1Y | +0.6% | +26.2% | -25.6% | -13.0% |
| 3Y | +93.1% | +154.6% | -61.5% | +10.7% |
| 5Y | +93.7% | +195.3% | -101.6% | -2.6% |
| All | +93.7% | +191.3% | -97.6% | -2.6% |
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