+80.4%
META vs WWD
+161.2%
-80.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -1.4% |
| 7D | -3.1% | -2.6% | -0.6% | -2.2% |
| 30D | -18.1% | -7.7% | -10.4% | -15.4% |
| 3M | +2.9% | -17.7% | +20.6% | +11.1% |
| 6M | +0.2% | -15.9% | +16.1% | +6.3% |
| YTD | -8.1% | +1.8% | -9.9% | -11.9% |
| 1Y | -4.5% | +17.4% | -21.9% | -15.1% |
| 3Y | +94.2% | +137.1% | -42.9% | +14.3% |
| All | +80.4% | +161.2% | -80.8% | -5.6% |
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