+742.6%
WDC vs FOXA
+99.6%
+643.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.1% | -9.1% | -6.6% |
| 7D | +12.1% | +2.7% | +9.4% | +10.8% |
| 30D | -18.8% | +10.0% | -28.8% | -22.0% |
| 3M | -39.3% | +5.0% | -44.3% | -40.9% |
| 6M | -40.1% | +3.4% | -43.5% | -43.4% |
| YTD | +71.8% | -5.5% | +77.3% | +68.5% |
| 1Y | +88.5% | +5.5% | +82.9% | +73.7% |
| 3Y | +770.0% | +139.3% | +630.7% | +394.3% |
| 5Y | +549.0% | +77.2% | +471.9% | +330.5% |
| All | +742.6% | +99.6% | +643.0% | +354.8% |
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