+20.0%
FXI vs WEC
+190.8%
-170.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -0.6% | +12.0% | -12.6% | -1.8% |
| 3M | -4.9% | +11.1% | -16.0% | -6.0% |
| 6M | -8.8% | +6.0% | -14.8% | -9.5% |
| YTD | -10.7% | +14.3% | -25.0% | -12.2% |
| 1Y | -15.2% | +8.0% | -23.2% | -16.1% |
| 3Y | +42.5% | +62.8% | -20.4% | +33.5% |
| 5Y | -7.8% | +55.3% | -63.1% | -13.7% |
| 10Y | +20.0% | +193.2% | -173.2% | +6.9% |
| All | +20.0% | +190.8% | -170.8% | +6.9% |
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