+200.3%
FXI vs WWD
+3,612.4%
-3,412.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -4.2% | +4.0% | -8.2% | -5.7% |
| 30D | -1.1% | +0.4% | -1.5% | -1.8% |
| 3M | -4.0% | -7.9% | +4.0% | -1.7% |
| 6M | -11.8% | -10.6% | -1.2% | -9.7% |
| YTD | -11.9% | +9.4% | -21.3% | -17.6% |
| 1Y | -16.1% | +25.7% | -41.9% | -26.1% |
| 3Y | +38.8% | +148.5% | -109.8% | -9.7% |
| 5Y | -9.1% | +189.5% | -198.6% | -46.3% |
| 10Y | +18.4% | +451.8% | -433.3% | -54.3% |
| All | +200.3% | +3,612.4% | -3,412.1% | -49.0% |
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