+14.2%
FXI vs WST
+321.8%
-307.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -3.2% | -4.6% | +1.4% | -2.4% |
| 3M | +1.7% | +5.7% | -4.0% | +0.4% |
| 6M | -1.6% | +37.6% | -39.1% | -8.0% |
| YTD | -7.9% | +23.0% | -30.9% | -12.2% |
| 1Y | -9.6% | +33.8% | -43.5% | -15.5% |
| 3Y | +40.5% | -13.4% | +53.8% | +37.0% |
| 5Y | -6.2% | -27.0% | +20.7% | -7.3% |
| 10Y | +14.2% | +324.5% | -310.4% | -27.6% |
| All | +14.2% | +321.8% | -307.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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