-18.2%
META vs WY
-9.6%
-8.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +6.0% | -2.1% | +8.1% | +6.4% |
| 30D | +3.6% | -10.5% | +14.1% | +5.3% |
| 3M | +4.9% | -4.9% | +9.8% | +5.3% |
| 6M | -4.7% | -4.9% | +0.2% | -4.6% |
| YTD | -6.9% | -1.7% | -5.2% | -7.2% |
| 1Y | -18.2% | -9.4% | -8.8% | -19.9% |
| All | -18.2% | -9.6% | -8.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling