+126.7%
WFC vs FXI
-7.1%
+133.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -1.7% |
| 7D | +1.1% | -1.0% | +2.0% | +1.3% |
| 30D | +0.8% | -3.2% | +4.0% | +1.5% |
| 3M | +9.3% | +1.7% | +7.6% | +8.8% |
| 6M | +10.6% | -1.6% | +12.2% | +10.8% |
| YTD | -4.1% | -7.9% | +3.8% | -2.6% |
| 1Y | +13.6% | -9.6% | +23.2% | +15.7% |
| 3Y | +130.7% | +40.5% | +90.3% | +109.0% |
| 5Y | +126.7% | -6.2% | +133.0% | +136.5% |
| All | +126.7% | -7.1% | +133.8% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling