-8.4%
FXI vs WPM
+210.4%
-218.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.2% | -3.6% | -0.6% | -3.5% |
| 30D | -1.1% | +1.4% | -2.6% | -1.7% |
| 3M | -4.0% | -0.2% | -3.8% | -4.8% |
| 6M | -11.8% | -7.3% | -4.5% | -11.5% |
| YTD | -11.9% | +12.3% | -24.3% | -16.9% |
| 1Y | -16.1% | +24.9% | -41.0% | -23.2% |
| 3Y | +38.8% | +210.4% | -171.6% | -5.1% |
| All | -8.4% | +210.4% | -218.7% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling