+221.8%
FXI vs WEC
+1,212.2%
-990.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | -1.3% | +0.7% | -0.1% |
| 3M | +1.9% | -3.9% | +5.8% | +3.3% |
| 6M | -0.2% | -8.3% | +8.1% | +3.2% |
| YTD | -5.6% | +3.1% | -8.7% | -7.6% |
| 1Y | -4.7% | +1.9% | -6.6% | -6.5% |
| 3Y | +38.0% | +41.9% | -3.9% | +13.4% |
| 5Y | -2.7% | +30.8% | -33.5% | -19.5% |
| 10Y | +19.9% | +141.9% | -122.0% | -44.7% |
| All | +221.8% | +1,212.2% | -990.4% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling