+27.7%
FXI vs W
+176.2%
-148.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.2% |
| 7D | +1.0% | -4.2% | +5.2% | +1.5% |
| 30D | -0.6% | -7.6% | +7.0% | +0.3% |
| 3M | +1.9% | +37.2% | -35.2% | -3.0% |
| 6M | -0.2% | +26.3% | -26.5% | -4.5% |
| YTD | -5.6% | -1.0% | -4.6% | -7.5% |
| 1Y | -4.7% | +20.1% | -24.7% | -9.4% |
| 3Y | +38.0% | +37.8% | +0.2% | +22.2% |
| 5Y | -2.7% | -63.7% | +61.0% | -8.7% |
| 10Y | +19.9% | +156.3% | -136.4% | -18.1% |
| All | +27.7% | +176.2% | -148.5% | -15.1% |
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