-0.9%
WBD vs FOXA
+90.3%
-91.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.3% |
| 30D | +5.0% | +2.3% | +2.7% | +2.3% |
| 3M | +6.2% | -2.8% | +9.1% | +4.4% |
| 6M | +0.6% | +9.6% | -9.0% | -12.8% |
| YTD | -2.4% | -9.9% | +7.5% | -0.3% |
| 1Y | +127.7% | +5.4% | +122.3% | +98.8% |
| 3Y | +148.4% | +115.3% | +33.1% | +11.4% |
| 5Y | +4.2% | +93.1% | -88.8% | -46.4% |
| All | -0.9% | +90.3% | -91.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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