+444.2%
WFC vs FXI
+221.5%
+222.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.1% |
| 7D | +3.8% | +1.0% | +2.7% | +3.2% |
| 30D | +1.5% | -0.6% | +2.0% | +1.7% |
| 3M | +10.9% | +1.9% | +8.9% | +9.4% |
| 6M | +8.4% | -0.2% | +8.6% | +7.8% |
| YTD | -1.9% | -5.6% | +3.7% | +0.4% |
| 1Y | +12.3% | -4.7% | +17.0% | +14.0% |
| 3Y | +132.3% | +38.0% | +94.3% | +81.5% |
| 5Y | +130.1% | -2.7% | +132.7% | +105.0% |
| 10Y | +134.4% | +19.9% | +114.5% | +77.2% |
| All | +444.2% | +221.5% | +222.7% | +194.8% |
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 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