+92.4%
FOXA vs WAB
+316.2%
-223.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +5.0% | -4.1% | +9.1% | +6.8% |
| 3M | -3.0% | +8.2% | -11.2% | -7.2% |
| 6M | +14.8% | +15.4% | -0.6% | +6.1% |
| YTD | -8.9% | +33.1% | -42.1% | -21.3% |
| 1Y | +13.3% | +48.1% | -34.7% | -6.9% |
| 3Y | +115.4% | +167.7% | -52.3% | +31.4% |
| 5Y | +95.3% | +225.7% | -130.4% | +6.3% |
| All | +92.4% | +316.2% | -223.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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