+86.3%
FOXA vs NWSA
+146.1%
-59.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -5.4% | -3.1% | -2.4% | -3.8% |
| 30D | +1.1% | +4.3% | -3.1% | -1.1% |
| 3M | -6.1% | +9.2% | -15.3% | -10.7% |
| 6M | +8.2% | +21.6% | -13.3% | -3.0% |
| YTD | -11.8% | +14.2% | -26.0% | -18.4% |
| 1Y | +9.9% | +1.8% | +8.2% | +7.9% |
| 3Y | +110.7% | +44.4% | +66.3% | +70.2% |
| 5Y | +86.9% | +41.0% | +46.0% | +48.2% |
| All | +86.3% | +146.1% | -59.8% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling