+1,787.1%
WELL vs FXI
+221.5%
+1,565.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | -0.1% | -0.6% | +0.5% | +0.1% |
| 3M | +18.0% | +1.9% | +16.1% | +16.9% |
| 6M | +15.0% | -0.2% | +15.2% | +14.7% |
| YTD | +28.6% | -5.6% | +34.2% | +30.6% |
| 1Y | +42.9% | -4.7% | +47.6% | +44.2% |
| 3Y | +203.0% | +38.0% | +165.0% | +156.5% |
| 5Y | +206.9% | -2.7% | +209.6% | +183.7% |
| 10Y | +339.5% | +19.9% | +319.6% | +262.7% |
| All | +1,787.1% | +221.5% | +1,565.6% | +924.5% |
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 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