+1,309.1%
WDC vs FXI
+13.0%
+1,296.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.9% |
| 7D | +7.5% | -2.8% | +10.3% | +9.4% |
| 30D | +10.1% | -5.3% | +15.4% | +13.8% |
| 3M | -6.8% | +0.3% | -7.2% | -7.5% |
| 6M | +84.1% | -4.6% | +88.7% | +89.5% |
| YTD | +180.3% | -9.1% | +189.3% | +199.6% |
| 1Y | +411.1% | -12.0% | +423.1% | +459.5% |
| 3Y | +1,375.0% | +38.6% | +1,336.4% | +1,040.5% |
| 5Y | +991.6% | -6.6% | +998.1% | +1,002.5% |
| 10Y | +1,309.1% | +15.0% | +1,294.1% | +1,106.5% |
| All | +1,309.1% | +13.0% | +1,296.1% | +1,106.5% |
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 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