+8,098.0%
WDC vs FXI
+221.5%
+7,876.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.3% | +5.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.2% |
| 30D | -10.0% | -0.6% | -9.4% | -9.8% |
| 3M | -18.8% | +1.9% | -20.7% | -19.9% |
| 6M | +79.0% | -0.2% | +79.2% | +79.2% |
| YTD | +171.6% | -5.6% | +177.1% | +182.3% |
| 1Y | +417.4% | -4.7% | +422.1% | +436.9% |
| 3Y | +1,251.8% | +38.0% | +1,213.8% | +985.9% |
| 5Y | +911.7% | -2.7% | +914.4% | +854.6% |
| 10Y | +1,399.6% | +19.9% | +1,379.7% | +1,189.3% |
| All | +8,098.0% | +221.5% | +7,876.5% | +3,292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling