+14.2%
FXI vs WEC
+146.6%
-132.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -3.7% | -0.4% | -3.3% | -3.7% |
| 3M | -0.4% | -6.8% | +6.4% | +0.3% |
| 6M | -5.4% | -6.4% | +1.0% | -4.8% |
| YTD | -9.6% | +2.5% | -12.1% | -10.1% |
| 1Y | -11.9% | -0.4% | -11.5% | -12.1% |
| 3Y | +37.8% | +38.5% | -0.7% | +31.3% |
| 5Y | -7.0% | +31.7% | -38.7% | -11.4% |
| All | +14.2% | +146.6% | -132.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling