-13.8%
FXI vs WAB
+49.7%
-63.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | -4.1% | +2.0% | -1.5% |
| 3M | -0.5% | +8.2% | -8.6% | -2.5% |
| 6M | -4.5% | +15.4% | -19.9% | -8.8% |
| YTD | -9.2% | +33.1% | -42.4% | -16.9% |
| 1Y | -13.8% | +48.1% | -61.8% | -22.8% |
| All | -13.8% | +49.7% | -63.4% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling