+1,174.5%
WDC vs FOXA
+92.4%
+1,082.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.1% | -3.5% |
| 7D | -4.3% | +0.8% | -5.1% | -4.7% |
| 30D | -1.5% | +5.0% | -6.5% | -3.6% |
| 3M | -15.5% | -3.0% | -12.5% | -17.0% |
| 6M | +66.5% | +14.8% | +51.7% | +49.2% |
| YTD | +159.9% | -8.9% | +168.8% | +159.9% |
| 1Y | +366.0% | +13.3% | +352.6% | +309.8% |
| 3Y | +1,285.8% | +115.4% | +1,170.4% | +731.1% |
| 5Y | +925.6% | +95.3% | +830.3% | +542.1% |
| All | +1,174.5% | +92.4% | +1,082.1% | +601.5% |
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