+14.2%
FXI vs WAT
+166.5%
-152.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -3.7% | -3.2% | -0.5% | -2.9% |
| 3M | -0.4% | +10.6% | -11.0% | -3.2% |
| 6M | -5.4% | +34.0% | -39.5% | -13.4% |
| YTD | -9.6% | +5.7% | -15.4% | -12.2% |
| 1Y | -11.9% | +37.1% | -49.0% | -20.8% |
| 3Y | +37.8% | +52.4% | -14.5% | +14.7% |
| 5Y | -7.0% | -4.4% | -2.6% | -11.6% |
| All | +14.2% | +166.5% | -152.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling