+278.8%
WMB vs FXI
-4.2%
+283.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.6% | +1.0% | -0.5% | +0.4% |
| 30D | +3.3% | -0.6% | +3.8% | +3.3% |
| 3M | +3.1% | +1.9% | +1.2% | +2.8% |
| 6M | -0.7% | -0.2% | -0.5% | -0.8% |
| YTD | +25.2% | -5.6% | +30.8% | +25.9% |
| 1Y | +32.9% | -4.7% | +37.5% | +33.3% |
| 3Y | +140.6% | +38.0% | +102.5% | +126.5% |
| All | +278.8% | -4.2% | +283.0% | +273.9% |
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