+20.3%
FXI vs W
+228.8%
-208.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | +3.7% | +1.1% | +2.6% | +3.4% |
| 30D | +0.5% | +6.4% | -5.9% | -0.5% |
| 3M | -5.7% | +9.0% | -14.7% | -7.0% |
| 6M | -6.9% | +69.8% | -76.7% | -14.4% |
| YTD | -9.5% | +12.1% | -21.5% | -12.9% |
| 1Y | -14.0% | 0.0% | -14.0% | -16.3% |
| 3Y | +44.5% | +160.3% | -115.8% | +17.3% |
| 5Y | -2.8% | -53.3% | +50.5% | -11.6% |
| 10Y | +20.3% | +217.0% | -196.6% | -23.6% |
| All | +20.3% | +228.8% | -208.5% | -23.6% |
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