+1,466.8%
WMB vs FXI
+210.6%
+1,256.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | -6.7% | +4.4% | -11.0% | -8.9% |
| 30D | -8.6% | +1.2% | -9.8% | -9.5% |
| 3M | -4.9% | -4.2% | -0.8% | -3.4% |
| 6M | -6.3% | -6.2% | -0.1% | -4.2% |
| YTD | +13.0% | -8.8% | +21.8% | +16.5% |
| 1Y | +14.9% | -11.6% | +26.5% | +20.4% |
| 3Y | +113.4% | +45.1% | +68.2% | +60.3% |
| 5Y | +190.2% | -1.2% | +191.3% | +149.3% |
| 10Y | +259.9% | +20.1% | +239.8% | +160.6% |
| All | +1,466.8% | +210.6% | +1,256.1% | +462.5% |
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