+5.5%
FOXA vs WEC
+9.5%
-4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.1% |
| 7D | +2.7% | +2.3% | +0.3% | +2.6% |
| 30D | +10.0% | +11.1% | -1.1% | +9.7% |
| 3M | +5.0% | +8.4% | -3.4% | +4.8% |
| 6M | +3.4% | +7.5% | -4.1% | +3.2% |
| YTD | -5.5% | +15.3% | -20.8% | -3.1% |
| 1Y | +5.5% | +9.7% | -4.2% | +5.6% |
| All | +5.5% | +9.5% | -4.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling