+90.8%
FOXA vs BWA
+121.0%
-30.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -4.3% |
| 7D | -4.0% | +5.7% | -9.6% | -5.8% |
| 30D | +12.0% | +1.4% | +10.6% | +11.2% |
| 3M | +0.3% | -12.1% | +12.3% | +4.1% |
| 6M | +12.5% | +28.6% | -16.1% | +0.7% |
| YTD | -9.6% | +51.1% | -60.7% | -26.1% |
| 1Y | +8.6% | +55.9% | -47.3% | -12.6% |
| 3Y | +118.5% | +70.1% | +48.4% | +64.4% |
| 5Y | +88.8% | +90.7% | -1.9% | +29.7% |
| All | +90.8% | +121.0% | -30.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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