+1,410.9%
WMB vs FXI
+213.2%
+1,197.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -13.8% | +5.7% | -19.5% | -16.4% |
| 30D | -10.3% | +4.6% | -14.9% | -12.7% |
| 3M | -10.1% | -2.8% | -7.3% | -9.3% |
| 6M | -11.8% | -6.1% | -5.8% | -9.9% |
| YTD | +8.9% | -8.0% | +17.0% | +11.9% |
| 1Y | +14.0% | -11.3% | +25.3% | +19.2% |
| 3Y | +100.5% | +42.6% | +57.9% | +52.2% |
| 5Y | +179.5% | -0.1% | +179.6% | +138.7% |
| 10Y | +272.7% | +22.7% | +250.0% | +166.3% |
| All | +1,410.9% | +213.2% | +1,197.7% | +440.2% |
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