-6.2%
FXI vs W
-63.0%
+56.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -1.0% | +6.5% | -7.4% | -1.7% |
| 30D | -3.2% | -6.2% | +3.0% | -2.5% |
| 3M | +1.7% | +48.9% | -47.2% | -4.6% |
| 6M | -1.6% | +31.2% | -32.7% | -6.7% |
| YTD | -7.9% | -0.4% | -7.5% | -9.9% |
| 1Y | -9.6% | +14.8% | -24.4% | -14.0% |
| 3Y | +40.5% | +40.5% | -0.1% | +22.5% |
| 5Y | -6.2% | -62.1% | +55.9% | -10.4% |
| All | -6.2% | -63.0% | +56.7% | -10.4% |
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