+40.5%
FXI vs WAT
+49.0%
-8.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | -3.2% | -1.0% | -2.3% | -3.1% |
| 3M | +1.7% | +10.9% | -9.2% | +0.2% |
| 6M | -1.6% | +33.2% | -34.7% | -6.0% |
| YTD | -7.9% | +6.1% | -14.0% | -9.2% |
| 1Y | -9.6% | +30.2% | -39.9% | -14.1% |
| 3Y | +40.5% | +52.9% | -12.4% | +29.0% |
| All | +40.5% | +49.0% | -8.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling