-7.8%
FXI vs WCC
+153.2%
-161.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.8% | -1.9% |
| 7D | -1.9% | +3.3% | -5.3% | -2.6% |
| 30D | -0.6% | -9.4% | +8.8% | +0.5% |
| 3M | -4.9% | -10.5% | +5.6% | -3.9% |
| 6M | -8.8% | -10.4% | +1.6% | -8.3% |
| YTD | -10.7% | +34.4% | -45.2% | -17.2% |
| 1Y | -15.2% | +27.7% | -42.9% | -20.7% |
| 3Y | +42.5% | +137.9% | -95.5% | +14.4% |
| 5Y | -7.8% | +147.0% | -154.9% | -31.4% |
| All | -7.8% | +153.2% | -161.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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