+93.1%
FOXA vs GWW
+222.0%
-128.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +0.8% | -3.4% | +4.2% | +1.6% |
| 30D | +5.0% | -1.9% | +7.0% | +5.5% |
| 3M | -3.0% | -2.4% | -0.6% | -2.7% |
| 6M | +14.8% | +15.7% | -1.0% | +10.0% |
| YTD | -8.9% | +27.6% | -36.5% | -15.0% |
| 1Y | +13.3% | +27.2% | -13.9% | +5.7% |
| 3Y | +115.4% | +89.7% | +25.7% | +78.5% |
| All | +93.1% | +222.0% | -128.9% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling