-16.7%
FXI vs WAT
+19.9%
-36.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.2% |
| 7D | -4.2% | +2.0% | -6.2% | -4.2% |
| 30D | -2.0% | +7.7% | -9.7% | -2.3% |
| 3M | -5.0% | +11.1% | -16.0% | -5.4% |
| 6M | -9.6% | +31.2% | -40.9% | -10.7% |
| YTD | -11.9% | +21.7% | -33.6% | -13.4% |
| 1Y | -16.7% | +19.3% | -36.0% | -17.8% |
| All | -16.7% | +19.9% | -36.5% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling