+213.4%
FXI vs WST
+4,459.3%
-4,245.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.6% |
| 7D | +5.7% | -3.1% | +8.8% | +6.7% |
| 30D | +4.6% | +9.1% | -4.5% | +1.4% |
| 3M | -2.8% | +14.7% | -17.5% | -7.4% |
| 6M | -6.1% | +28.0% | -34.1% | -14.4% |
| YTD | -8.0% | +45.6% | -53.7% | -20.6% |
| 1Y | -11.3% | +45.7% | -57.0% | -23.6% |
| 3Y | +42.6% | +21.1% | +21.6% | +17.8% |
| 5Y | -0.1% | +0.3% | -0.4% | -14.4% |
| 10Y | +22.7% | +449.0% | -426.3% | -57.5% |
| All | +213.4% | +4,459.3% | -4,245.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling