+274.9%
WMB vs FOXA
+91.7%
+183.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.8% |
| 7D | +8.1% | -2.9% | +11.0% | +9.0% |
| 30D | -6.9% | +5.1% | -12.0% | -8.6% |
| 3M | -5.1% | +4.7% | -9.8% | -7.1% |
| 6M | -5.7% | -0.2% | -5.5% | -7.5% |
| YTD | +18.1% | -9.2% | +27.3% | +19.1% |
| 1Y | +18.4% | -0.6% | +19.0% | +15.4% |
| 3Y | +122.7% | +125.7% | -3.0% | +54.1% |
| 5Y | +202.0% | +70.2% | +131.9% | +128.8% |
| All | +274.9% | +91.7% | +183.2% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling