-7.0%
FXI vs WSM
+171.2%
-178.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -3.7% | -10.7% | +7.0% | -1.8% |
| 3M | -0.4% | +8.5% | -8.9% | -2.1% |
| 6M | -5.4% | +19.6% | -25.1% | -8.9% |
| YTD | -9.6% | +26.6% | -36.2% | -14.0% |
| 1Y | -11.9% | +12.0% | -23.9% | -14.5% |
| 3Y | +37.8% | +226.6% | -188.8% | +3.3% |
| 5Y | -7.0% | +174.1% | -181.2% | -31.5% |
| All | -7.0% | +171.2% | -178.2% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling