+142.7%
WFC vs INDA
+83.0%
+59.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.5% |
| 7D | +0.3% | -3.6% | +3.9% | +2.9% |
| 30D | +2.3% | -4.0% | +6.2% | +5.1% |
| 3M | +9.8% | +1.7% | +8.0% | +8.3% |
| 6M | +15.6% | -3.6% | +19.2% | +18.1% |
| YTD | -2.4% | -11.0% | +8.5% | +5.3% |
| 1Y | +13.8% | -9.5% | +23.3% | +21.2% |
| 3Y | +134.6% | +7.6% | +127.0% | +118.6% |
| 5Y | +127.9% | +4.8% | +123.1% | +116.7% |
| All | +142.7% | +83.0% | +59.7% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling