+113.3%
WDAY vs FXI
+13.0%
+100.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -7.4% | -2.8% | -4.6% | -6.2% |
| 30D | +1.0% | -5.3% | +6.3% | +3.4% |
| 3M | +32.7% | +0.3% | +32.3% | +32.5% |
| 6M | +25.6% | -4.6% | +30.2% | +27.5% |
| YTD | -13.4% | -9.1% | -4.3% | -10.5% |
| 1Y | -19.4% | -12.0% | -7.4% | -15.6% |
| 3Y | -25.8% | +38.6% | -64.4% | -40.7% |
| 5Y | -31.1% | -6.6% | -24.5% | -32.3% |
| 10Y | +113.3% | +15.0% | +98.3% | +63.9% |
| All | +113.3% | +13.0% | +100.3% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling