+180.2%
FXI vs WPM
+5,046.3%
-4,866.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.2% | -3.6% | -0.6% | -3.6% |
| 30D | -1.1% | +1.4% | -2.6% | -1.7% |
| 3M | -4.0% | -0.2% | -3.8% | -4.6% |
| 6M | -11.8% | -7.3% | -4.5% | -11.7% |
| YTD | -11.9% | +12.3% | -24.3% | -16.2% |
| 1Y | -16.1% | +24.9% | -41.0% | -22.1% |
| 3Y | +38.8% | +210.4% | -171.6% | +4.4% |
| 5Y | -9.1% | +210.4% | -219.4% | -32.6% |
| 10Y | +18.4% | +731.7% | -713.3% | -33.6% |
| All | +180.2% | +5,046.3% | -4,866.1% | -17.9% |
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