+86.3%
FOXA vs CDW
+64.9%
+21.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.1% |
| 30D | +1.1% | +4.9% | -3.7% | -0.9% |
| 3M | -6.1% | +7.3% | -13.4% | -9.4% |
| 6M | +8.2% | +19.2% | -10.9% | -1.5% |
| YTD | -11.8% | +6.2% | -18.0% | -16.4% |
| 1Y | +9.9% | -14.0% | +23.9% | +12.2% |
| 3Y | +110.7% | -30.0% | +140.7% | +125.9% |
| 5Y | +86.9% | -23.6% | +110.5% | +87.7% |
| All | +86.3% | +64.9% | +21.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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