+53.9%
WM vs FOXA
+89.1%
-35.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | -0.3% | -4.0% | +3.7% | +0.1% |
| 30D | -2.4% | +12.0% | -14.4% | -3.6% |
| 3M | +0.4% | +0.3% | +0.2% | 0.0% |
| 6M | -9.5% | +12.5% | -22.0% | -11.1% |
| YTD | +0.5% | -9.6% | +10.1% | +1.0% |
| 1Y | -1.1% | +8.6% | -9.7% | -2.8% |
| 3Y | +46.0% | +118.5% | -72.5% | +31.1% |
| All | +53.9% | +89.1% | -35.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling