+117.9%
WFC vs FXI
+20.8%
+97.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.5% |
| 7D | -1.3% | -1.9% | +0.7% | -0.6% |
| 30D | +3.6% | -0.6% | +4.2% | +3.8% |
| 3M | -1.3% | -4.9% | +3.6% | +0.3% |
| 6M | +18.0% | -8.8% | +26.8% | +21.4% |
| YTD | -5.9% | -10.7% | +4.9% | -2.6% |
| 1Y | +1.8% | -15.2% | +17.0% | +7.3% |
| 3Y | +125.0% | +42.5% | +82.5% | +87.5% |
| 5Y | +92.0% | -7.8% | +99.8% | +92.6% |
| 10Y | +117.9% | +20.0% | +97.9% | +88.4% |
| All | +117.9% | +20.8% | +97.1% | +88.4% |
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