-11.9%
FXI vs WWD
+40.3%
-52.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -3.7% | -6.6% | +2.9% | -3.0% |
| 3M | -0.4% | -9.3% | +8.9% | -0.3% |
| 6M | -5.4% | -13.6% | +8.2% | -4.9% |
| YTD | -9.6% | +10.4% | -20.0% | -12.5% |
| 1Y | -11.9% | +39.9% | -51.8% | -17.8% |
| All | -11.9% | +40.3% | -52.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling