+20.0%
FXI vs WM
+332.5%
-312.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | -0.6% | +13.8% | -14.5% | -3.4% |
| 3M | -4.9% | +6.4% | -11.3% | -6.2% |
| 6M | -8.8% | +13.2% | -22.0% | -11.5% |
| YTD | -10.7% | +10.8% | -21.5% | -13.3% |
| 1Y | -15.2% | +20.2% | -35.4% | -19.3% |
| 3Y | +42.5% | +46.5% | -4.0% | +26.7% |
| 5Y | -7.8% | +61.3% | -69.1% | -21.5% |
| 10Y | +20.0% | +324.8% | -304.8% | -27.5% |
| All | +20.0% | +332.5% | -312.5% | -27.5% |
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