+166.4%
WM vs FOXA
+97.5%
+68.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | -0.5% | +7.9% | -8.3% | -1.8% |
| 30D | +13.3% | +8.5% | +4.8% | +11.7% |
| 3M | +4.4% | +6.2% | -1.8% | +3.1% |
| 6M | +10.8% | +8.0% | +2.8% | +8.5% |
| YTD | +9.1% | -6.5% | +15.6% | +9.3% |
| 1Y | +19.1% | +3.6% | +15.6% | +17.1% |
| 3Y | +45.7% | +136.0% | -90.4% | +20.4% |
| 5Y | +60.4% | +77.7% | -17.3% | +38.7% |
| All | +166.4% | +97.5% | +68.9% | +103.1% |
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