+266.3%
WMB vs FXI
+19.2%
+247.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -6.9% | +3.7% | -10.6% | -7.9% |
| 30D | -7.2% | +0.5% | -7.7% | -7.5% |
| 3M | -5.4% | -5.7% | +0.3% | -4.2% |
| 6M | -4.9% | -6.9% | +2.0% | -3.4% |
| YTD | +14.7% | -9.5% | +24.2% | +17.1% |
| 1Y | +14.7% | -14.0% | +28.7% | +18.8% |
| 3Y | +116.4% | +44.5% | +71.8% | +84.3% |
| 5Y | +198.5% | -2.8% | +201.3% | +191.2% |
| 10Y | +266.3% | +20.3% | +245.9% | +224.3% |
| All | +266.3% | +19.2% | +247.1% | +224.3% |
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