+14.7%
FXI vs WSM
+1,071.8%
-1,057.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -2.1% | -7.7% | +5.6% | -0.8% |
| 3M | -0.5% | +3.8% | -4.2% | -1.3% |
| 6M | -4.5% | +22.7% | -27.2% | -8.3% |
| YTD | -9.2% | +28.0% | -37.3% | -13.6% |
| 1Y | -13.8% | +12.7% | -26.5% | -16.3% |
| 3Y | +36.6% | +231.3% | -194.7% | +5.2% |
| 5Y | -6.7% | +177.2% | -183.9% | -28.1% |
| All | +14.7% | +1,071.8% | -1,057.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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