+113.2%
WDC vs FXI
-10.5%
+123.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -11.4% |
| 7D | -18.3% | +6.6% | -24.9% | -24.7% |
| 30D | -26.7% | +2.2% | -28.9% | -28.6% |
| 3M | -40.9% | -4.7% | -36.2% | -37.2% |
| 6M | -26.8% | -4.7% | -22.1% | -21.7% |
| YTD | +88.2% | -9.0% | +97.2% | +124.6% |
| 1Y | +113.2% | -10.5% | +123.7% | +166.5% |
| All | +113.2% | -10.5% | +123.7% | +166.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling