+221.8%
FXI vs WAB
+3,087.3%
-2,865.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +1.0% | -3.2% | +4.2% | +2.5% |
| 30D | -0.6% | -4.4% | +3.9% | +1.4% |
| 3M | +1.9% | +7.9% | -5.9% | -2.3% |
| 6M | -0.2% | +8.7% | -8.9% | -5.1% |
| YTD | -5.6% | +33.0% | -38.6% | -18.1% |
| 1Y | -4.7% | +46.7% | -51.3% | -21.1% |
| 3Y | +38.0% | +153.0% | -115.0% | -12.9% |
| 5Y | -2.7% | +222.3% | -224.9% | -46.2% |
| 10Y | +19.9% | +291.0% | -271.1% | -48.2% |
| All | +221.8% | +3,087.3% | -2,865.5% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling