+4.2%
WBD vs FXI
-6.0%
+10.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.2% |
| 7D | -1.7% | -2.8% | +1.1% | -0.5% |
| 30D | +3.9% | -5.3% | +9.2% | +6.3% |
| 3M | +5.1% | +0.3% | +4.7% | +4.6% |
| 6M | +0.6% | -4.6% | +5.2% | +2.2% |
| YTD | -3.2% | -9.1% | +5.9% | +0.3% |
| 1Y | +127.7% | -12.0% | +139.6% | +138.8% |
| 3Y | +146.6% | +38.6% | +107.9% | +104.4% |
| 5Y | +4.2% | -6.6% | +10.8% | +11.6% |
| All | +4.2% | -6.0% | +10.2% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 5y: compounded portfolio wealth divided by compounded FXI 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…
5y analysis · Full analysis span regression · 6 months rolling