-3.8%
FXI vs WING
+405.9%
-409.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.0% | -3.9% | +4.9% | +1.6% |
| 30D | -0.6% | -11.6% | +11.0% | +0.9% |
| 3M | +1.9% | -24.2% | +26.1% | +5.0% |
| 6M | -0.2% | -54.1% | +53.9% | +9.8% |
| YTD | -5.6% | -53.9% | +48.3% | +3.0% |
| 1Y | -4.7% | -64.4% | +59.7% | +7.5% |
| 3Y | +38.0% | -30.2% | +68.2% | +32.9% |
| 5Y | -2.7% | -34.1% | +31.4% | -9.7% |
| 10Y | +19.9% | +342.1% | -322.2% | -24.0% |
| All | -3.8% | +405.9% | -409.6% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling