-0.9%
WDAY vs FOXA
+92.4%
-93.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | -5.2% | +0.8% | -5.9% | -5.4% |
| 30D | +5.9% | +5.0% | +0.9% | +4.4% |
| 3M | +42.3% | -3.0% | +45.3% | +42.4% |
| 6M | +34.7% | +14.8% | +20.0% | +27.8% |
| YTD | -13.5% | -8.9% | -4.6% | -12.4% |
| 1Y | -18.1% | +13.3% | -31.4% | -22.2% |
| 3Y | -26.4% | +115.4% | -141.8% | -42.3% |
| 5Y | -30.6% | +95.3% | -125.9% | -44.7% |
| All | -0.9% | +92.4% | -93.2% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling