+93.1%
FOXA vs WSM
+175.3%
-82.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +5.0% | -7.7% | +12.8% | +6.5% |
| 3M | -3.0% | +3.8% | -6.8% | -3.9% |
| 6M | +14.8% | +22.7% | -7.9% | +10.0% |
| YTD | -8.9% | +28.0% | -36.9% | -13.5% |
| 1Y | +13.3% | +12.7% | +0.6% | +9.9% |
| 3Y | +115.4% | +231.3% | -115.9% | +63.3% |
| All | +93.1% | +175.3% | -82.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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