+96.8%
META vs WY
-23.6%
+120.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | -13.0% | +10.1% | -23.1% | -14.6% |
| 3M | +7.9% | -15.4% | +23.3% | +11.6% |
| 6M | +4.2% | -8.3% | +12.5% | +6.0% |
| YTD | -2.5% | -9.8% | +7.3% | -1.2% |
| 1Y | +5.6% | -3.9% | +9.5% | +5.6% |
| 3Y | +96.8% | -23.3% | +120.1% | +104.2% |
| All | +96.8% | -23.6% | +120.4% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling