+200.3%
FXI vs WCN
+2,338.6%
-2,138.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +2.6% | -6.8% | -5.6% |
| 30D | -1.1% | +23.9% | -25.1% | -13.0% |
| 3M | -4.0% | +17.4% | -21.4% | -13.0% |
| 6M | -11.8% | +28.0% | -39.8% | -24.6% |
| YTD | -11.9% | +11.6% | -23.5% | -19.3% |
| 1Y | -16.1% | +16.9% | -33.0% | -25.4% |
| 3Y | +38.8% | +51.6% | -12.8% | +2.2% |
| 5Y | -9.1% | +48.0% | -57.0% | -34.0% |
| 10Y | +18.4% | +322.6% | -304.2% | -61.6% |
| All | +200.3% | +2,338.6% | -2,138.4% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling