+90.8%
FOXA vs WCC
+585.7%
-494.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -4.4% |
| 7D | -4.0% | +4.5% | -8.4% | -5.2% |
| 30D | +12.0% | -5.8% | +17.8% | +13.5% |
| 3M | +0.3% | -3.7% | +3.9% | 0.0% |
| 6M | +12.5% | +23.1% | -10.6% | +3.2% |
| YTD | -9.6% | +44.2% | -53.8% | -21.4% |
| 1Y | +8.6% | +62.1% | -53.5% | -9.4% |
| 3Y | +118.5% | +121.1% | -2.6% | +55.5% |
| 5Y | +88.8% | +214.0% | -125.2% | +11.2% |
| All | +90.8% | +585.7% | -494.9% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling