+90.8%
FOXA vs WAT
+70.1%
+20.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | +12.0% | +2.3% | +9.6% | +11.2% |
| 3M | +0.3% | +8.7% | -8.5% | -2.2% |
| 6M | +12.5% | +28.3% | -15.8% | +3.8% |
| YTD | -9.6% | +7.8% | -17.4% | -12.6% |
| 1Y | +8.6% | +36.6% | -28.0% | -2.4% |
| 3Y | +118.5% | +45.7% | +72.9% | +84.6% |
| 5Y | +88.8% | -3.3% | +92.1% | +81.0% |
| All | +90.8% | +70.1% | +20.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling