+1,497.9%
META vs WWD
+827.1%
+670.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -2.1% |
| 7D | -3.1% | -2.6% | -0.6% | -2.4% |
| 30D | -18.1% | -7.7% | -10.4% | -16.1% |
| 3M | +2.9% | -17.7% | +20.6% | +8.9% |
| 6M | +0.2% | -15.9% | +16.1% | +4.9% |
| YTD | -8.1% | +1.8% | -9.9% | -10.1% |
| 1Y | -4.5% | +17.4% | -21.9% | -11.0% |
| 3Y | +94.2% | +137.1% | -42.9% | +43.1% |
| 5Y | +79.1% | +162.4% | -83.3% | +26.3% |
| 10Y | +405.9% | +452.5% | -46.6% | +170.9% |
| All | +1,497.9% | +827.1% | +670.8% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling