+90.1%
FOXA vs WTW
+104.0%
-13.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | -3.7% | -7.8% | +4.1% | -0.8% |
| 30D | +5.4% | -7.9% | +13.2% | +8.6% |
| 3M | -3.7% | +19.9% | -23.7% | -10.3% |
| 6M | +12.6% | +9.8% | +2.8% | +7.7% |
| YTD | -10.0% | -3.3% | -6.6% | -9.9% |
| 1Y | +15.0% | -3.3% | +18.3% | +14.9% |
| 3Y | +115.1% | +61.5% | +53.6% | +71.1% |
| 5Y | +93.0% | +42.6% | +50.4% | +59.1% |
| All | +90.1% | +104.0% | -13.9% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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