-10.2%
FXI vs WING
+637.4%
-647.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | -2.5% | -1.7% | -4.0% |
| 30D | -1.1% | +29.5% | -30.7% | -4.8% |
| 3M | -4.0% | +40.2% | -44.1% | -8.9% |
| 6M | -11.8% | +32.7% | -44.5% | -16.5% |
| YTD | -11.9% | -32.8% | +20.9% | -9.1% |
| 1Y | -16.1% | -31.7% | +15.6% | -13.8% |
| 3Y | +38.8% | -24.7% | +63.5% | +33.6% |
| 5Y | -9.1% | -0.5% | -8.6% | -20.4% |
| 10Y | +18.4% | +647.5% | -629.1% | -31.1% |
| All | -10.2% | +637.4% | -647.6% | -49.3% |
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