+90.8%
FOXA vs WU
-34.9%
+125.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -4.0% | -0.8% | -3.1% | -3.6% |
| 30D | +12.0% | -1.1% | +13.1% | +12.4% |
| 3M | +0.3% | -3.9% | +4.1% | +0.4% |
| 6M | +12.5% | -20.7% | +33.1% | +21.2% |
| YTD | -9.6% | -18.4% | +8.7% | -4.2% |
| 1Y | +8.6% | -8.1% | +16.6% | +8.6% |
| 3Y | +118.5% | -24.2% | +142.7% | +131.6% |
| 5Y | +88.8% | -50.4% | +139.2% | +140.8% |
| All | +90.8% | -34.9% | +125.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling