+45.1%
FXI vs W
+151.3%
-106.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.3% |
| 7D | +4.4% | +3.3% | +1.1% | +3.9% |
| 30D | +1.2% | +10.5% | -9.3% | +0.1% |
| 3M | -4.2% | +9.6% | -13.8% | -5.3% |
| 6M | -6.2% | +76.4% | -82.6% | -12.9% |
| YTD | -8.8% | +16.4% | -25.2% | -11.9% |
| 1Y | -11.6% | +9.3% | -21.0% | -14.2% |
| 3Y | +45.1% | +172.8% | -127.7% | +21.7% |
| All | +45.1% | +151.3% | -106.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling