+1,260.3%
WDC vs FOXA
+90.3%
+1,170.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +9.9% | +2.3% | +7.6% | +8.8% |
| 3M | -9.4% | -2.8% | -6.5% | -11.1% |
| 6M | +94.7% | +9.6% | +85.1% | +78.5% |
| YTD | +177.4% | -9.9% | +187.3% | +178.9% |
| 1Y | +412.6% | +5.4% | +407.2% | +368.1% |
| 3Y | +1,359.8% | +115.3% | +1,244.5% | +774.6% |
| 5Y | +992.6% | +93.1% | +899.5% | +587.9% |
| All | +1,260.3% | +90.3% | +1,170.0% | +652.7% |
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