+436.0%
META vs WY
0.0%
+436.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +3.3% | +0.2% | +3.1% | +3.1% |
| 30D | -10.8% | +8.0% | -18.8% | -13.6% |
| 3M | +7.9% | -17.7% | +25.6% | +15.1% |
| 6M | +5.4% | -10.8% | +16.1% | +8.8% |
| YTD | -2.6% | -10.6% | +8.0% | -0.2% |
| 1Y | +1.9% | -5.7% | +7.6% | +2.2% |
| 3Y | +97.0% | -24.8% | +121.7% | +109.9% |
| 5Y | +97.6% | -31.7% | +129.4% | +120.3% |
| 10Y | +436.0% | +2.9% | +433.1% | +391.2% |
| All | +436.0% | 0.0% | +436.0% | +391.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling