+221.8%
FXI vs WAT
+842.2%
-620.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.5% |
| 30D | -0.6% | +2.3% | -2.9% | -1.6% |
| 3M | +1.9% | +8.7% | -6.8% | -2.1% |
| 6M | -0.2% | +28.3% | -28.5% | -11.7% |
| YTD | -5.6% | +7.8% | -13.4% | -11.0% |
| 1Y | -4.7% | +36.6% | -41.3% | -19.4% |
| 3Y | +38.0% | +45.7% | -7.6% | +6.0% |
| 5Y | -2.7% | -3.3% | +0.6% | -12.1% |
| 10Y | +19.9% | +162.1% | -142.2% | -40.0% |
| All | +221.8% | +842.2% | -620.4% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling