+93.1%
FOXA vs WAB
+221.8%
-128.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.0% | -4.1% | +9.1% | +6.5% |
| 3M | -3.0% | +8.2% | -11.2% | -6.4% |
| 6M | +14.8% | +15.4% | -0.6% | +7.4% |
| YTD | -8.9% | +33.1% | -42.1% | -19.9% |
| 1Y | +13.3% | +48.1% | -34.7% | -4.7% |
| 3Y | +115.4% | +167.7% | -52.3% | +36.0% |
| All | +93.1% | +221.8% | -128.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling