+14.2%
FXI vs WPM
+545.0%
-530.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | -2.8% | -3.6% | +0.8% | -2.2% |
| 30D | -3.7% | +12.5% | -16.2% | -5.7% |
| 3M | -0.4% | +40.6% | -41.0% | -6.4% |
| 6M | -5.4% | +0.5% | -6.0% | -6.4% |
| YTD | -9.6% | +29.0% | -38.7% | -14.6% |
| 1Y | -11.9% | +43.8% | -55.7% | -18.6% |
| 3Y | +37.8% | +266.3% | -228.4% | +8.0% |
| 5Y | -7.0% | +255.1% | -262.2% | -27.8% |
| All | +14.2% | +545.0% | -530.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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