+112.9%
FOXA vs GWW
+88.4%
+24.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -3.7% | -3.1% | -0.6% | -3.0% |
| 30D | +5.4% | -2.3% | +7.7% | +5.9% |
| 3M | -3.7% | -3.3% | -0.4% | -3.2% |
| 6M | +12.6% | +15.4% | -2.8% | +8.2% |
| YTD | -10.0% | +26.7% | -36.7% | -15.6% |
| 1Y | +15.0% | +29.0% | -13.9% | +7.2% |
| All | +112.9% | +88.4% | +24.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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