+290.3%
WMB vs FOXA
+90.1%
+200.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.7% |
| 7D | -1.7% | -3.7% | +2.1% | -0.5% |
| 30D | +0.7% | +5.4% | -4.7% | -1.2% |
| 3M | +1.5% | -3.7% | +5.2% | +1.5% |
| 6M | +0.1% | +12.6% | -12.5% | -5.8% |
| YTD | +22.9% | -10.0% | +32.9% | +24.9% |
| 1Y | +27.9% | +15.0% | +12.8% | +18.1% |
| 3Y | +139.1% | +115.1% | +24.0% | +69.0% |
| 5Y | +270.9% | +93.0% | +177.9% | +166.4% |
| All | +290.3% | +90.1% | +200.2% | +143.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling