+133.3%
WFC vs FOXA
+110.7%
+22.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +0.4% | -5.4% | +5.9% | +1.9% |
| 30D | +2.5% | +1.1% | +1.3% | +2.0% |
| 3M | +10.0% | -6.1% | +16.1% | +11.5% |
| 6M | +15.1% | +8.2% | +6.8% | +9.8% |
| YTD | -2.2% | -11.8% | +9.6% | +1.5% |
| 1Y | +13.5% | +9.9% | +3.5% | +6.3% |
| All | +133.3% | +110.7% | +22.6% | +62.6% |
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