+93.1%
FOXA vs NWSA
+40.0%
+53.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -2.8% | +3.6% | +2.3% |
| 30D | +5.0% | +3.0% | +2.0% | +3.4% |
| 3M | -3.0% | +12.3% | -15.3% | -9.0% |
| 6M | +14.8% | +21.9% | -7.1% | +3.1% |
| YTD | -8.9% | +13.6% | -22.5% | -15.3% |
| 1Y | +13.3% | +0.5% | +12.8% | +12.0% |
| 3Y | +115.4% | +43.8% | +71.7% | +76.7% |
| All | +93.1% | +40.0% | +53.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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