+99.6%
FOXA vs WAT
+91.2%
+8.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +10.0% | +5.4% | +4.6% | +8.4% |
| 3M | +5.0% | +11.3% | -6.3% | +1.9% |
| 6M | +3.4% | +37.4% | -34.0% | -5.6% |
| YTD | -5.5% | +21.2% | -26.7% | -11.4% |
| 1Y | +5.5% | +21.3% | -15.8% | -1.2% |
| 3Y | +139.3% | +83.4% | +55.9% | +89.0% |
| 5Y | +77.2% | +29.0% | +48.2% | +54.4% |
| All | +99.6% | +91.2% | +8.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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