+821.9%
WMT vs FXI
+213.7%
+608.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -5.0% | -3.2% | -1.7% | -4.4% |
| 3M | -11.3% | +1.7% | -13.0% | -11.7% |
| 6M | -13.8% | -1.6% | -12.2% | -13.7% |
| YTD | -4.2% | -7.9% | +3.7% | -2.9% |
| 1Y | +4.6% | -9.6% | +14.2% | +6.2% |
| 3Y | +100.5% | +40.5% | +60.0% | +83.1% |
| 5Y | +129.7% | -6.2% | +135.9% | +122.6% |
| 10Y | +423.4% | +14.2% | +409.3% | +374.3% |
| All | +821.9% | +213.7% | +608.3% | +483.4% |
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