+90.1%
FOXA vs WCC
+571.2%
-481.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.0% |
| 7D | -3.7% | +1.7% | -5.4% | -4.3% |
| 30D | +5.4% | -6.1% | +11.4% | +6.8% |
| 3M | -3.7% | +3.1% | -6.8% | -5.9% |
| 6M | +12.6% | +28.2% | -15.7% | +2.0% |
| YTD | -10.0% | +41.1% | -51.1% | -21.2% |
| 1Y | +15.0% | +61.3% | -46.3% | -4.0% |
| 3Y | +115.1% | +123.6% | -8.5% | +52.3% |
| 5Y | +93.0% | +214.8% | -121.8% | +13.4% |
| All | +90.1% | +571.2% | -481.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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