+200.3%
FXI vs WCC
+1,241.1%
-1,040.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.2% | +14.2% | -18.4% | -8.3% |
| 30D | -2.0% | -9.8% | +7.8% | +0.1% |
| 3M | -5.0% | -10.1% | +5.2% | -3.4% |
| 6M | -9.6% | -9.4% | -0.2% | -9.4% |
| YTD | -11.9% | +34.4% | -46.3% | -23.3% |
| 1Y | -16.7% | +23.3% | -39.9% | -25.5% |
| 3Y | +40.6% | +137.9% | -97.3% | -6.2% |
| 5Y | -9.1% | +144.0% | -153.0% | -44.4% |
| 10Y | +18.4% | +442.5% | -424.0% | -55.1% |
| All | +200.3% | +1,241.1% | -1,040.8% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling