+1,359.8%
WDC vs FXI
+40.3%
+1,319.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.3% |
| 7D | +6.0% | -1.0% | +7.0% | +6.5% |
| 30D | +9.9% | -3.2% | +13.2% | +11.6% |
| 3M | -9.4% | +1.7% | -11.1% | -10.5% |
| 6M | +94.7% | -1.6% | +96.3% | +96.3% |
| YTD | +177.4% | -7.9% | +185.3% | +190.0% |
| 1Y | +412.6% | -9.6% | +422.2% | +441.6% |
| 3Y | +1,359.8% | +40.5% | +1,319.3% | +1,209.6% |
| All | +1,359.8% | +40.3% | +1,319.4% | +1,209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling