+93.1%
FOXA vs WST
-25.8%
+118.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +2.3% | -4.6% | +6.9% | +2.8% |
| 3M | -2.8% | +5.7% | -8.5% | -3.4% |
| 6M | +9.6% | +37.6% | -28.0% | +5.8% |
| YTD | -9.9% | +23.0% | -32.9% | -12.0% |
| 1Y | +5.4% | +33.8% | -28.5% | +1.6% |
| 3Y | +115.3% | -13.4% | +128.6% | +112.5% |
| 5Y | +93.1% | -27.0% | +120.0% | +79.8% |
| All | +93.1% | -25.8% | +118.8% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling