+90.3%
FOXA vs WY
+16.7%
+73.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -0.6% | -2.1% | +1.4% | +0.1% |
| 30D | +2.3% | -10.5% | +12.8% | +6.6% |
| 3M | -2.8% | -4.9% | +2.0% | -1.6% |
| 6M | +9.6% | -4.9% | +14.5% | +10.6% |
| YTD | -9.9% | -1.7% | -8.2% | -10.7% |
| 1Y | +5.4% | -9.4% | +14.8% | +7.8% |
| 3Y | +115.3% | -22.3% | +137.6% | +129.9% |
| 5Y | +93.1% | -20.5% | +113.6% | +101.5% |
| All | +90.3% | +16.7% | +73.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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