+108.6%
FOXA vs WEC
+40.3%
+68.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +1.1% | +0.9% | +0.2% | +1.0% |
| 3M | -6.1% | -5.3% | -0.8% | -5.3% |
| 6M | +8.2% | -6.6% | +14.8% | +9.5% |
| YTD | -11.8% | +3.3% | -15.1% | -12.8% |
| 1Y | +9.9% | +2.1% | +7.9% | +8.7% |
| All | +108.6% | +40.3% | +68.3% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling