+1,013.5%
WMT vs FXI
+200.0%
+813.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | -4.2% | +6.3% | +2.9% |
| 30D | +10.3% | -1.1% | +11.4% | +10.5% |
| 3M | +11.0% | -4.0% | +14.9% | +11.8% |
| 6M | -2.3% | -11.8% | +9.5% | -0.1% |
| YTD | +15.7% | -11.9% | +27.6% | +18.2% |
| 1Y | +26.0% | -16.1% | +42.1% | +29.9% |
| 3Y | +136.5% | +38.8% | +97.7% | +116.5% |
| 5Y | +176.8% | -9.1% | +185.9% | +170.0% |
| 10Y | +537.5% | +18.4% | +519.1% | +472.5% |
| All | +1,013.5% | +200.0% | +813.5% | +610.5% |
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