+14.2%
FXI vs WING
+379.2%
-365.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -3.7% | -0.5% | -3.2% | -3.8% |
| 3M | -0.4% | -23.9% | +23.5% | +2.4% |
| 6M | -5.4% | -48.9% | +43.5% | +2.0% |
| YTD | -9.6% | -53.3% | +43.7% | -2.0% |
| 1Y | -11.9% | -60.3% | +48.4% | -2.8% |
| 3Y | +37.8% | -30.1% | +67.9% | +32.9% |
| 5Y | -7.0% | -36.2% | +29.1% | -13.4% |
| All | +14.2% | +379.2% | -365.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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