+20.7%
FXI vs W
+217.9%
-197.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -1.9% | -7.4% | +5.5% | -1.1% |
| 30D | -0.6% | +7.8% | -8.5% | -1.7% |
| 3M | -4.9% | +10.9% | -15.8% | -6.3% |
| 6M | -8.8% | +86.4% | -95.2% | -16.6% |
| YTD | -10.7% | +14.0% | -24.7% | -14.2% |
| 1Y | -15.2% | +3.5% | -18.8% | -17.7% |
| 3Y | +42.5% | +164.8% | -122.3% | +16.9% |
| 5Y | -7.8% | -53.1% | +45.3% | -16.0% |
| 10Y | +20.0% | +220.4% | -200.5% | -20.0% |
| All | +20.7% | +217.9% | -197.1% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling