+21.2%
WM vs FOXA
+4.1%
+17.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.5% |
| 7D | +3.2% | +2.7% | +0.5% | +2.9% |
| 30D | +13.0% | +10.0% | +3.0% | +12.1% |
| 3M | +9.2% | +5.0% | +4.2% | +8.7% |
| 6M | +13.6% | +3.4% | +10.3% | +12.5% |
| YTD | +12.4% | -5.5% | +17.9% | +8.7% |
| 1Y | +21.2% | +5.5% | +15.7% | +19.5% |
| All | +21.2% | +4.1% | +17.1% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling