+200.3%
FXI vs WEC
+1,368.5%
-1,168.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -4.2% | +2.3% | -6.5% | -5.2% |
| 30D | -1.1% | +11.1% | -12.2% | -5.7% |
| 3M | -4.0% | +8.4% | -12.4% | -7.6% |
| 6M | -11.8% | +7.5% | -19.3% | -15.2% |
| YTD | -11.9% | +15.3% | -27.2% | -18.2% |
| 1Y | -16.1% | +9.7% | -25.9% | -20.3% |
| 3Y | +38.8% | +64.7% | -25.9% | +6.6% |
| 5Y | -9.1% | +57.3% | -66.3% | -31.1% |
| 10Y | +18.4% | +195.9% | -177.5% | -51.7% |
| All | +200.3% | +1,368.5% | -1,168.3% | -71.7% |
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