+112.9%
FOXA vs WCN
+18.2%
+94.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | -3.7% | -4.4% | +0.7% | -2.7% |
| 30D | +5.4% | -4.4% | +9.8% | +6.5% |
| 3M | -3.7% | +0.5% | -4.2% | -3.9% |
| 6M | +12.6% | -3.3% | +15.8% | +13.4% |
| YTD | -10.0% | -8.5% | -1.5% | -7.9% |
| 1Y | +15.0% | -8.9% | +24.0% | +17.7% |
| All | +112.9% | +18.2% | +94.8% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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