+1,328.4%
WDC vs FOXA
+115.1%
+1,213.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.4% |
| 7D | +4.4% | -3.7% | +8.2% | +4.4% |
| 30D | +5.3% | +5.4% | -0.1% | +5.5% |
| 3M | -5.9% | -3.7% | -2.2% | -3.5% |
| 6M | +73.2% | +12.6% | +60.7% | +70.5% |
| YTD | +167.8% | -10.0% | +177.8% | +181.4% |
| 1Y | +386.0% | +15.0% | +371.0% | +363.2% |
| All | +1,328.4% | +115.1% | +1,213.3% | +1,137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling