+166.0%
WM vs FOXA
+94.4%
+71.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +1.2% | +5.4% | -4.2% | +0.2% |
| 30D | +13.1% | +6.3% | +6.8% | +11.8% |
| 3M | +3.6% | +8.3% | -4.7% | +2.0% |
| 6M | +8.1% | +7.6% | +0.5% | +5.9% |
| YTD | +8.9% | -7.9% | +16.9% | +9.4% |
| 1Y | +20.3% | +2.4% | +18.0% | +18.5% |
| 3Y | +46.2% | +120.3% | -74.2% | +22.5% |
| 5Y | +59.9% | +71.0% | -11.1% | +39.3% |
| All | +166.0% | +94.4% | +71.6% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling