+200.3%
FXI vs WCC
+1,218.8%
-1,018.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -4.2% | +9.9% | -14.2% | -7.2% |
| 30D | -1.1% | -8.4% | +7.3% | +0.5% |
| 3M | -4.0% | -10.3% | +6.4% | -2.3% |
| 6M | -11.8% | -10.5% | -1.4% | -11.3% |
| YTD | -11.9% | +32.2% | -44.1% | -22.9% |
| 1Y | -16.1% | +25.5% | -41.7% | -25.5% |
| 3Y | +38.8% | +134.7% | -95.9% | -7.1% |
| 5Y | -9.1% | +139.9% | -149.0% | -44.1% |
| 10Y | +18.4% | +433.5% | -415.0% | -54.8% |
| All | +200.3% | +1,218.8% | -1,018.6% | -33.3% |
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