+14.2%
FXI vs WWD
+490.2%
-476.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.8% | -2.9% | +0.1% | -2.2% |
| 30D | -3.7% | -6.6% | +2.9% | -2.3% |
| 3M | -0.4% | -9.3% | +8.9% | +1.2% |
| 6M | -5.4% | -13.6% | +8.2% | -3.2% |
| YTD | -9.6% | +10.4% | -20.0% | -13.1% |
| 1Y | -11.9% | +39.9% | -51.8% | -20.3% |
| 3Y | +37.8% | +165.0% | -127.2% | +4.6% |
| 5Y | -7.0% | +183.8% | -190.8% | -32.1% |
| All | +14.2% | +490.2% | -476.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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