-6.6%
FXI vs WEC
+30.7%
-37.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -5.3% | +0.9% | -6.2% | -5.4% |
| 3M | +0.3% | -5.3% | +5.7% | +0.5% |
| 6M | -4.6% | -6.6% | +2.0% | -4.3% |
| YTD | -9.1% | +3.3% | -12.4% | -9.4% |
| 1Y | -12.0% | +2.1% | -14.0% | -12.3% |
| 3Y | +38.6% | +39.6% | -0.9% | +34.5% |
| 5Y | -6.6% | +31.2% | -37.7% | -10.0% |
| All | -6.6% | +30.7% | -37.2% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling