+200.3%
FXI vs WPM
+5,967.5%
-5,767.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +1.0% | +1.1% | 0.0% | +0.8% |
| 30D | -0.6% | +26.4% | -26.9% | -5.6% |
| 3M | +1.9% | +20.8% | -18.9% | -2.9% |
| 6M | -0.2% | +1.1% | -1.3% | -1.7% |
| YTD | -5.6% | +32.5% | -38.0% | -12.8% |
| 1Y | -4.7% | +51.5% | -56.2% | -14.8% |
| 3Y | +38.0% | +267.0% | -229.0% | +0.6% |
| 5Y | -2.7% | +250.1% | -252.8% | -29.4% |
| 10Y | +19.9% | +540.4% | -520.4% | -28.8% |
| All | +200.3% | +5,967.5% | -5,767.2% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling