+90.8%
FOXA vs WWD
+285.7%
-194.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -4.0% | +1.3% | -5.3% | -4.4% |
| 30D | +12.0% | -7.2% | +19.1% | +14.6% |
| 3M | +0.3% | -3.8% | +4.1% | +0.1% |
| 6M | +12.5% | -9.9% | +22.4% | +13.9% |
| YTD | -9.6% | +14.8% | -24.5% | -17.2% |
| 1Y | +8.6% | +42.1% | -33.5% | -9.1% |
| 3Y | +118.5% | +170.8% | -52.3% | +35.0% |
| 5Y | +88.8% | +197.5% | -108.8% | +8.6% |
| All | +90.8% | +285.7% | -194.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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