+90.1%
FOXA vs WEC
+73.3%
+16.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.3% |
| 7D | -3.7% | -1.3% | -2.5% | -3.3% |
| 30D | +5.4% | -0.4% | +5.7% | +5.5% |
| 3M | -3.7% | -6.8% | +3.1% | -1.7% |
| 6M | +12.6% | -6.4% | +19.0% | +14.6% |
| YTD | -10.0% | +2.5% | -12.5% | -11.2% |
| 1Y | +15.0% | -0.4% | +15.4% | +14.4% |
| 3Y | +115.1% | +38.5% | +76.6% | +88.8% |
| 5Y | +93.0% | +31.7% | +61.3% | +69.7% |
| All | +90.1% | +73.3% | +16.8% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling