+200.3%
FXI vs WAB
+3,257.4%
-3,057.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -4.2% | +5.1% | -9.3% | -6.4% |
| 30D | -1.1% | +4.0% | -5.1% | -3.2% |
| 3M | -4.0% | +0.1% | -4.1% | -4.5% |
| 6M | -11.8% | +12.8% | -24.6% | -17.6% |
| YTD | -11.9% | +40.1% | -52.0% | -25.6% |
| 1Y | -16.1% | +46.4% | -62.5% | -30.6% |
| 3Y | +38.8% | +167.4% | -128.6% | -14.7% |
| 5Y | -9.1% | +215.0% | -224.1% | -49.3% |
| 10Y | +18.4% | +269.2% | -250.8% | -46.9% |
| All | +200.3% | +3,257.4% | -3,057.1% | -51.5% |
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