-31.6%
WDAY vs FXI
-7.1%
-24.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.1% |
| 7D | -6.1% | -1.0% | -5.1% | -5.8% |
| 30D | +3.7% | -3.2% | +6.9% | +4.7% |
| 3M | +29.6% | +1.7% | +27.9% | +29.0% |
| 6M | +23.3% | -1.6% | +24.9% | +23.4% |
| YTD | -13.3% | -7.9% | -5.4% | -11.6% |
| 1Y | -19.6% | -9.6% | -10.0% | -17.7% |
| 3Y | -25.7% | +40.5% | -66.1% | -36.3% |
| 5Y | -31.6% | -6.2% | -25.3% | -32.7% |
| All | -31.6% | -7.1% | -24.4% | -32.7% |
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