+135.9%
WMT vs FXI
-6.5%
+142.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | 0.0% | -3.9% | +3.9% | +0.2% |
| 30D | -7.4% | -2.1% | -5.3% | -7.3% |
| 3M | -10.9% | -0.5% | -10.4% | -10.9% |
| 6M | -12.7% | -4.5% | -8.1% | -12.5% |
| YTD | -3.2% | -9.2% | +6.0% | -2.8% |
| 1Y | +5.3% | -13.8% | +19.0% | +6.0% |
| 3Y | +101.9% | +36.6% | +65.3% | +97.5% |
| All | +135.9% | -6.5% | +142.4% | +136.8% |
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