+5.6%
INDA vs WSM
+175.3%
-169.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -2.8% | -7.7% | +5.0% | -1.9% |
| 3M | +1.6% | +3.8% | -2.1% | +1.1% |
| 6M | -1.4% | +22.7% | -24.1% | -3.7% |
| YTD | -10.1% | +28.0% | -38.1% | -12.7% |
| 1Y | -8.8% | +12.7% | -21.5% | -10.4% |
| 3Y | +7.6% | +231.3% | -223.7% | -9.5% |
| All | +5.6% | +175.3% | -169.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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