-7.8%
FXI vs WING
+3.2%
-11.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -0.6% | +32.3% | -32.9% | -3.9% |
| 3M | -4.9% | +50.2% | -55.0% | -9.7% |
| 6M | -8.8% | +31.7% | -40.5% | -12.8% |
| YTD | -10.7% | -29.6% | +18.9% | -8.5% |
| 1Y | -15.2% | -29.7% | +14.5% | -13.2% |
| 3Y | +42.5% | -19.8% | +62.3% | +33.7% |
| 5Y | -7.8% | +3.1% | -10.9% | -19.6% |
| All | -7.8% | +3.2% | -11.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling