-6.2%
FXI vs WING
-35.4%
+29.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -1.0% | -0.1% | -0.8% | -1.0% |
| 30D | -3.2% | -6.0% | +2.8% | -2.8% |
| 3M | +1.7% | -23.5% | +25.2% | +4.1% |
| 6M | -1.6% | -52.0% | +50.4% | +6.2% |
| YTD | -7.9% | -53.8% | +45.9% | -0.8% |
| 1Y | -9.6% | -63.8% | +54.2% | 0.0% |
| 3Y | +40.5% | -30.8% | +71.2% | +32.0% |
| 5Y | -6.2% | -34.3% | +28.0% | -18.1% |
| All | -6.2% | -35.4% | +29.2% | -18.1% |
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