-6.6%
FXI vs WAB
+224.0%
-230.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -5.3% | -4.6% | -0.8% | -3.9% |
| 3M | +0.3% | +5.6% | -5.3% | -2.2% |
| 6M | -4.6% | +13.8% | -18.4% | -9.8% |
| YTD | -9.1% | +31.9% | -40.9% | -18.7% |
| 1Y | -12.0% | +48.3% | -60.2% | -24.7% |
| 3Y | +38.6% | +167.1% | -128.5% | -9.6% |
| 5Y | -6.6% | +222.9% | -229.4% | -44.4% |
| All | -6.6% | +224.0% | -230.5% | -44.4% |
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