+92.4%
FOXA vs WU
-37.2%
+129.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +0.8% | -3.5% | +4.3% | +2.1% |
| 30D | +5.0% | -2.9% | +8.0% | +6.2% |
| 3M | -3.0% | -2.3% | -0.8% | -3.6% |
| 6M | +14.8% | -25.4% | +40.1% | +26.6% |
| YTD | -8.9% | -21.2% | +12.3% | -2.1% |
| 1Y | +13.3% | -8.9% | +22.2% | +13.5% |
| 3Y | +115.4% | -29.0% | +144.4% | +134.6% |
| 5Y | +95.3% | -50.7% | +146.0% | +148.3% |
| All | +92.4% | -37.2% | +129.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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