+93.0%
FOXA vs WAT
-5.3%
+98.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -3.7% | -2.9% | -0.9% | -3.2% |
| 30D | +5.4% | -3.2% | +8.6% | +6.0% |
| 3M | -3.7% | +10.6% | -14.3% | -5.8% |
| 6M | +12.6% | +34.0% | -21.5% | +4.9% |
| YTD | -10.0% | +5.7% | -15.7% | -11.7% |
| 1Y | +15.0% | +37.1% | -22.0% | +6.0% |
| 3Y | +115.1% | +52.4% | +62.7% | +87.8% |
| 5Y | +93.0% | -4.4% | +97.4% | +69.1% |
| All | +93.0% | -5.3% | +98.3% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling