+90.1%
FOXA vs WST
+241.2%
-151.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.8% |
| 7D | -3.7% | +0.4% | -4.2% | -3.8% |
| 30D | +5.4% | -2.0% | +7.4% | +5.6% |
| 3M | -3.7% | +4.1% | -7.8% | -4.3% |
| 6M | +12.6% | +47.4% | -34.9% | +6.0% |
| YTD | -10.0% | +25.4% | -35.4% | -13.3% |
| 1Y | +15.0% | +35.3% | -20.3% | +9.0% |
| 3Y | +115.1% | -11.7% | +126.8% | +110.7% |
| 5Y | +93.0% | -24.0% | +117.0% | +91.8% |
| All | +90.1% | +241.2% | -151.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling