+70.2%
FOXA vs WEC
+55.1%
+15.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +5.1% | +11.0% | -5.8% | +2.7% |
| 3M | +4.7% | +8.6% | -3.9% | +2.8% |
| 6M | -0.2% | +6.2% | -6.4% | -1.8% |
| YTD | -9.2% | +14.3% | -23.5% | -12.3% |
| 1Y | -0.6% | +8.4% | -9.0% | -2.7% |
| 3Y | +125.7% | +62.9% | +62.8% | +96.5% |
| 5Y | +70.2% | +55.8% | +14.3% | +42.0% |
| All | +70.2% | +55.1% | +15.1% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling