+119.4%
FOXA vs WST
-15.4%
+134.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | +12.0% | -3.1% | +15.1% | +12.2% |
| 3M | +0.3% | +7.2% | -6.9% | -0.1% |
| 6M | +12.5% | +36.8% | -24.3% | +10.6% |
| YTD | -9.6% | +23.8% | -33.5% | -10.7% |
| 1Y | +8.6% | +37.8% | -29.2% | +6.4% |
| All | +119.4% | -15.4% | +134.8% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling