-11.9%
FXI vs WAT
+34.9%
-46.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.7% |
| 30D | -3.7% | -3.2% | -0.5% | -3.6% |
| 3M | -0.4% | +10.6% | -11.0% | -0.9% |
| 6M | -5.4% | +34.0% | -39.5% | -7.6% |
| YTD | -9.6% | +5.7% | -15.4% | -10.4% |
| 1Y | -11.9% | +37.1% | -49.0% | -15.4% |
| All | -11.9% | +34.9% | -46.8% | -15.4% |
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