+112.9%
FOXA vs WU
-29.2%
+142.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -3.7% | -5.0% | +1.2% | -2.5% |
| 30D | +5.4% | -2.3% | +7.6% | +5.9% |
| 3M | -3.7% | -3.2% | -0.5% | -3.7% |
| 6M | +12.6% | -25.0% | +37.6% | +20.2% |
| YTD | -10.0% | -21.7% | +11.7% | -5.2% |
| 1Y | +15.0% | -9.0% | +24.0% | +14.9% |
| All | +112.9% | -29.2% | +142.1% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling