-8.4%
FXI vs WM
+61.9%
-70.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +3.2% | -7.4% | -4.3% |
| 30D | -1.1% | +13.0% | -14.1% | -1.4% |
| 3M | -4.0% | +9.2% | -13.2% | -4.2% |
| 6M | -11.8% | +13.6% | -25.5% | -12.2% |
| YTD | -11.9% | +12.4% | -24.3% | -12.3% |
| 1Y | -16.1% | +21.2% | -37.3% | -16.9% |
| 3Y | +38.8% | +48.7% | -9.9% | +35.0% |
| All | -8.4% | +61.9% | -70.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling