-16.1%
FXI vs W
+0.7%
-16.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -1.1% | +6.8% | -7.9% | -1.7% |
| 3M | -4.0% | +10.7% | -14.6% | -4.8% |
| 6M | -11.8% | +86.3% | -98.2% | -17.4% |
| YTD | -11.9% | +11.5% | -23.4% | -13.3% |
| 1Y | -16.1% | +5.1% | -21.2% | -17.2% |
| All | -16.1% | +0.7% | -16.8% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling