+15.0%
FXI vs W
+142.4%
-127.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -2.8% | +5.9% | -8.7% | -3.5% |
| 30D | -5.3% | -3.0% | -2.3% | -5.0% |
| 3M | +0.3% | +40.3% | -40.0% | -5.0% |
| 6M | -4.6% | +32.2% | -36.8% | -9.5% |
| YTD | -9.1% | -0.3% | -8.8% | -11.1% |
| 1Y | -12.0% | +16.2% | -28.1% | -16.2% |
| 3Y | +38.6% | +40.7% | -2.1% | +21.6% |
| 5Y | -6.6% | -62.3% | +55.8% | -12.7% |
| 10Y | +15.0% | +162.2% | -147.2% | -24.6% |
| All | +15.0% | +142.4% | -127.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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