-8.4%
FXI vs WCN
+48.0%
-56.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +2.6% | -6.8% | -4.6% |
| 30D | -1.1% | +23.9% | -25.1% | -4.3% |
| 3M | -4.0% | +17.4% | -21.4% | -6.2% |
| 6M | -11.8% | +28.0% | -39.8% | -15.3% |
| YTD | -11.9% | +11.6% | -23.5% | -13.3% |
| 1Y | -16.1% | +16.9% | -33.0% | -18.3% |
| 3Y | +38.8% | +51.6% | -12.8% | +24.9% |
| All | -8.4% | +48.0% | -56.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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