-1.2%
FXI vs W
-52.3%
+51.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.4% |
| 7D | +4.4% | +3.3% | +1.1% | +3.8% |
| 30D | +1.2% | +10.5% | -9.3% | -0.2% |
| 3M | -4.2% | +9.6% | -13.8% | -5.6% |
| 6M | -6.2% | +76.4% | -82.6% | -14.3% |
| YTD | -8.8% | +16.4% | -25.2% | -12.7% |
| 1Y | -11.6% | +9.3% | -21.0% | -14.9% |
| 3Y | +45.1% | +172.8% | -127.7% | +15.8% |
| 5Y | -1.2% | -53.4% | +52.2% | -9.0% |
| All | -1.2% | -52.3% | +51.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling