+375.1%
META vs WY
+5.5%
+369.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +6.0% | -2.1% | +8.1% | +6.8% |
| 30D | +3.6% | -10.5% | +14.1% | +7.9% |
| 3M | +4.9% | -4.9% | +9.8% | +6.5% |
| 6M | -4.7% | -4.9% | +0.2% | -3.4% |
| YTD | -6.9% | -1.7% | -5.2% | -7.2% |
| 1Y | -18.2% | -9.4% | -8.8% | -16.3% |
| 3Y | +107.8% | -22.3% | +130.1% | +120.4% |
| 5Y | +63.9% | -20.5% | +84.4% | +73.8% |
| 10Y | +375.1% | +4.9% | +370.1% | +326.3% |
| All | +375.1% | +5.5% | +369.6% | +326.3% |
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