-8.4%
FXI vs WAB
+214.2%
-222.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -4.2% | +5.1% | -9.3% | -5.8% |
| 30D | -1.1% | +4.0% | -5.1% | -2.6% |
| 3M | -4.0% | +0.1% | -4.1% | -4.3% |
| 6M | -11.8% | +12.8% | -24.6% | -16.2% |
| YTD | -11.9% | +40.1% | -52.0% | -23.0% |
| 1Y | -16.1% | +46.4% | -62.5% | -27.9% |
| 3Y | +38.8% | +167.4% | -128.6% | -9.8% |
| All | -8.4% | +214.2% | -222.6% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling