+19.2%
FXI vs WST
+456.5%
-437.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -4.2% | +4.2% | -8.4% | -4.9% |
| 30D | -1.1% | +11.2% | -12.3% | -3.1% |
| 3M | -4.0% | +20.4% | -24.3% | -7.3% |
| 6M | -11.8% | +37.9% | -49.7% | -17.3% |
| YTD | -11.9% | +51.8% | -63.7% | -19.3% |
| 1Y | -16.1% | +56.6% | -72.7% | -23.7% |
| 3Y | +38.8% | +24.2% | +14.6% | +25.1% |
| 5Y | -9.1% | +0.7% | -9.7% | -15.8% |
| All | +19.2% | +456.5% | -437.4% | -27.2% |
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