+1,635.7%
WMB vs FXI
+221.5%
+1,414.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.7% |
| 7D | +0.6% | +1.0% | -0.5% | 0.0% |
| 30D | +3.3% | -0.6% | +3.8% | +3.4% |
| 3M | +3.1% | +1.9% | +1.2% | +1.7% |
| 6M | -0.7% | -0.2% | -0.5% | -1.5% |
| YTD | +25.2% | -5.6% | +30.8% | +27.5% |
| 1Y | +32.9% | -4.7% | +37.5% | +34.0% |
| 3Y | +140.6% | +38.0% | +102.5% | +86.5% |
| 5Y | +273.5% | -2.7% | +276.1% | +225.1% |
| 10Y | +334.2% | +19.9% | +314.3% | +217.3% |
| All | +1,635.7% | +221.5% | +1,414.2% | +515.3% |
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 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