+143.3%
WFC vs FXI
+17.3%
+126.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | +0.4% | -2.8% | +3.2% | +1.4% |
| 30D | +2.5% | -5.3% | +7.8% | +4.4% |
| 3M | +10.0% | +0.3% | +9.6% | +9.7% |
| 6M | +15.1% | -4.6% | +19.6% | +16.5% |
| YTD | -2.2% | -9.1% | +6.9% | +0.7% |
| 1Y | +13.5% | -12.0% | +25.4% | +17.9% |
| 3Y | +135.2% | +38.6% | +96.6% | +98.8% |
| 5Y | +128.3% | -6.6% | +134.9% | +127.4% |
| All | +143.3% | +17.3% | +126.0% | +116.8% |
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