-16.1%
FXI vs WM
+21.5%
-37.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +3.2% | -7.4% | -3.8% |
| 30D | -1.1% | +13.0% | -14.1% | +0.7% |
| 3M | -4.0% | +9.2% | -13.2% | -2.7% |
| 6M | -11.8% | +13.6% | -25.5% | -9.6% |
| YTD | -11.9% | +12.4% | -24.3% | -9.5% |
| 1Y | -16.1% | +21.2% | -37.3% | -12.5% |
| All | -16.1% | +21.5% | -37.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling