+272.1%
WMB vs FOXA
+98.3%
+173.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +1.6% | -2.4% | +4.0% | +2.4% |
| 30D | -7.1% | +8.6% | -15.7% | -9.7% |
| 3M | -4.0% | +9.9% | -13.9% | -7.4% |
| 6M | -5.7% | +0.8% | -6.6% | -7.7% |
| YTD | +17.2% | -6.1% | +23.3% | +17.0% |
| 1Y | +17.2% | +3.3% | +13.9% | +12.9% |
| 3Y | +121.1% | +133.5% | -12.4% | +51.4% |
| 5Y | +197.2% | +75.8% | +121.4% | +123.0% |
| All | +272.1% | +98.3% | +173.8% | +127.9% |
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 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