-9.1%
FXI vs WAT
+31.1%
-40.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.9% |
| 7D | -4.2% | +2.0% | -6.2% | -4.6% |
| 30D | -2.0% | +7.7% | -9.7% | -3.6% |
| 3M | -5.0% | +11.1% | -16.0% | -7.2% |
| 6M | -9.6% | +31.2% | -40.9% | -15.1% |
| YTD | -11.9% | +21.7% | -33.6% | -16.4% |
| 1Y | -16.7% | +19.3% | -36.0% | -20.5% |
| 3Y | +40.6% | +80.6% | -40.0% | +14.5% |
| 5Y | -9.1% | +29.5% | -38.6% | -19.0% |
| All | -9.1% | +31.1% | -40.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling