+36.0%
FXI vs WPM
+259.8%
-223.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.8% |
| 3M | -0.4% | +40.6% | -41.0% | -6.8% |
| 6M | -5.4% | +0.5% | -6.0% | -6.2% |
| YTD | -9.6% | +29.0% | -38.7% | -15.0% |
| 1Y | -11.9% | +43.8% | -55.7% | -19.3% |
| All | +36.0% | +259.8% | -223.8% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling