+339.9%
WFC vs INDA
+115.1%
+224.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.4% |
| 30D | +1.5% | -0.8% | +2.3% | +1.9% |
| 3M | +10.9% | +3.9% | +6.9% | +8.3% |
| 6M | +8.4% | -0.7% | +9.1% | +8.6% |
| YTD | -1.9% | -7.7% | +5.8% | +2.5% |
| 1Y | +12.3% | -5.1% | +17.4% | +15.3% |
| 3Y | +132.3% | +13.6% | +118.7% | +113.0% |
| 5Y | +130.1% | +7.8% | +122.3% | +118.2% |
| 10Y | +134.4% | +84.6% | +49.8% | +61.4% |
| All | +339.9% | +115.1% | +224.8% | +183.5% |
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