+111.6%
INDA vs WSM
+1,612.6%
-1,501.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.0% | +2.6% | -3.6% | -1.4% |
| 30D | -2.5% | -9.5% | +7.0% | -1.0% |
| 3M | +4.0% | +12.9% | -8.9% | +1.7% |
| 6M | -1.8% | +23.0% | -24.8% | -5.4% |
| YTD | -9.2% | +28.9% | -38.1% | -13.3% |
| 1Y | -7.2% | +13.7% | -20.9% | -9.8% |
| 3Y | +9.8% | +232.6% | -222.8% | -15.5% |
| 5Y | +7.5% | +185.9% | -178.3% | -17.8% |
| 10Y | +80.8% | +998.6% | -917.8% | -5.6% |
| All | +111.6% | +1,612.6% | -1,501.0% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling