+213.9%
FXI vs WSM
+1,865.9%
-1,652.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -1.0% | +2.6% | -3.5% | -1.6% |
| 30D | -3.2% | -9.5% | +6.3% | -0.6% |
| 3M | +1.7% | +12.9% | -11.2% | -2.1% |
| 6M | -1.6% | +23.0% | -24.6% | -7.7% |
| YTD | -7.9% | +28.9% | -36.8% | -15.0% |
| 1Y | -9.6% | +13.7% | -23.3% | -14.0% |
| 3Y | +40.5% | +232.6% | -192.2% | -7.7% |
| 5Y | -6.2% | +185.9% | -192.1% | -38.8% |
| 10Y | +14.2% | +998.6% | -984.5% | -58.1% |
| All | +213.9% | +1,865.9% | -1,652.0% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling