+38.8%
FXI vs WU
-23.0%
+61.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -4.2% | -2.0% | -2.2% | -3.9% |
| 30D | -1.1% | +11.4% | -12.5% | -2.8% |
| 3M | -4.0% | -6.8% | +2.9% | -3.1% |
| 6M | -11.8% | -14.6% | +2.8% | -10.1% |
| YTD | -11.9% | -20.6% | +8.7% | -9.1% |
| 1Y | -16.1% | -15.4% | -0.8% | -15.0% |
| 3Y | +38.8% | -23.6% | +62.4% | +37.1% |
| All | +38.8% | -23.0% | +61.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling