+46.2%
WM vs FOXA
+117.4%
-71.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | +1.2% | +5.4% | -4.2% | +0.7% |
| 30D | +13.1% | +6.3% | +6.8% | +12.4% |
| 3M | +3.6% | +8.3% | -4.7% | +2.8% |
| 6M | +8.1% | +7.6% | +0.5% | +6.9% |
| YTD | +8.9% | -7.9% | +16.9% | +9.0% |
| 1Y | +20.3% | +2.4% | +18.0% | +19.1% |
| 3Y | +46.2% | +120.3% | -74.2% | +38.1% |
| All | +46.2% | +117.4% | -71.3% | +38.1% |
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 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