+221.8%
FXI vs WM
+1,329.3%
-1,107.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +2.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | -0.6% | -2.4% | +1.8% | +0.8% |
| 3M | +1.9% | +0.4% | +1.5% | +0.9% |
| 6M | -0.2% | -9.5% | +9.3% | +4.5% |
| YTD | -5.6% | +0.5% | -6.1% | -7.6% |
| 1Y | -4.7% | -1.1% | -3.6% | -6.4% |
| 3Y | +38.0% | +46.0% | -8.0% | +2.0% |
| 5Y | -2.7% | +51.8% | -54.5% | -32.6% |
| 10Y | +19.9% | +307.5% | -287.6% | -64.5% |
| All | +221.8% | +1,329.3% | -1,107.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling