+1,169.1%
WDC vs INDA
+121.8%
+1,047.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | +1.1% | +11.0% | +11.3% |
| 30D | -18.8% | +9.4% | -28.2% | -24.0% |
| 3M | -39.3% | +2.9% | -42.2% | -40.8% |
| 6M | -40.1% | +7.2% | -47.4% | -43.1% |
| YTD | +71.8% | -4.8% | +76.6% | +77.6% |
| 1Y | +88.5% | -5.1% | +93.5% | +95.4% |
| 3Y | +770.0% | +16.7% | +753.3% | +688.0% |
| 5Y | +549.0% | +8.8% | +540.3% | +521.1% |
| 10Y | +650.3% | +116.2% | +534.1% | +384.5% |
| All | +1,169.1% | +121.8% | +1,047.3% | +703.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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