+14.2%
FXI vs WAB
+292.7%
-278.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -3.7% | -5.9% | +2.2% | -2.1% |
| 3M | -0.4% | +9.4% | -9.8% | -3.4% |
| 6M | -5.4% | +13.8% | -19.3% | -9.5% |
| YTD | -9.6% | +31.8% | -41.4% | -17.1% |
| 1Y | -11.9% | +48.5% | -60.4% | -22.0% |
| 3Y | +37.8% | +167.0% | -129.1% | +2.0% |
| 5Y | -7.0% | +222.3% | -229.4% | -35.3% |
| All | +14.2% | +292.7% | -278.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling