+19.1%
FXI vs WM
+339.4%
-320.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +5.7% | +1.2% | +4.4% | +5.4% |
| 30D | +4.6% | +13.1% | -8.5% | +1.9% |
| 3M | -2.8% | +3.6% | -6.4% | -3.6% |
| 6M | -6.1% | +8.1% | -14.2% | -7.9% |
| YTD | -8.0% | +8.9% | -16.9% | -10.3% |
| 1Y | -11.3% | +20.3% | -31.7% | -15.7% |
| 3Y | +42.6% | +46.2% | -3.5% | +26.8% |
| 5Y | -0.1% | +59.9% | -60.0% | -14.7% |
| All | +19.1% | +339.4% | -320.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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