+221.8%
FXI vs WWD
+3,796.5%
-3,574.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.1% |
| 7D | +1.0% | +1.3% | -0.2% | +0.5% |
| 30D | -0.6% | -7.2% | +6.6% | +2.1% |
| 3M | +1.9% | -3.8% | +5.8% | +2.2% |
| 6M | -0.2% | -9.9% | +9.7% | +1.9% |
| YTD | -5.6% | +14.8% | -20.4% | -12.8% |
| 1Y | -4.7% | +42.1% | -46.7% | -19.5% |
| 3Y | +38.0% | +170.8% | -132.8% | -12.7% |
| 5Y | -2.7% | +197.5% | -200.2% | -42.9% |
| 10Y | +19.9% | +477.8% | -457.9% | -54.4% |
| All | +221.8% | +3,796.5% | -3,574.7% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling