+131.0%
WDAY vs FXI
+20.8%
+110.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | -5.3% | -1.9% | -3.4% | -4.5% |
| 30D | +1.5% | -0.6% | +2.2% | +1.8% |
| 3M | +5.5% | -4.9% | +10.3% | +7.6% |
| 6M | +57.4% | -8.8% | +66.2% | +63.3% |
| YTD | -11.0% | -10.7% | -0.2% | -7.4% |
| 1Y | -15.8% | -15.2% | -0.5% | -10.3% |
| 3Y | -16.9% | +42.5% | -59.4% | -34.6% |
| 5Y | -35.3% | -7.8% | -27.4% | -35.7% |
| 10Y | +131.0% | +20.0% | +111.1% | +64.6% |
| All | +131.0% | +20.8% | +110.3% | +64.6% |
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 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