+86.3%
FOXA vs WSM
+821.0%
-734.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -5.4% | +2.6% | -8.0% | -6.0% |
| 30D | +1.1% | -9.3% | +10.4% | +3.3% |
| 3M | -6.1% | +7.1% | -13.2% | -7.9% |
| 6M | +8.2% | +21.7% | -13.5% | +2.7% |
| YTD | -11.8% | +28.7% | -40.5% | -17.5% |
| 1Y | +9.9% | +13.9% | -3.9% | +5.4% |
| 3Y | +110.7% | +232.2% | -121.4% | +47.6% |
| 5Y | +86.9% | +176.4% | -89.5% | +31.4% |
| All | +86.3% | +821.0% | -734.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling