+108.6%
FOXA vs WAT
+53.4%
+55.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -5.4% | -1.8% | -3.6% | -5.1% |
| 30D | +1.1% | -1.7% | +2.8% | +1.4% |
| 3M | -6.1% | +9.1% | -15.2% | -7.6% |
| 6M | +8.2% | +32.4% | -24.2% | +2.1% |
| YTD | -11.8% | +6.6% | -18.4% | -13.2% |
| 1Y | +9.9% | +34.7% | -24.8% | +2.7% |
| All | +108.6% | +53.4% | +55.2% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling