+48.9%
WM vs INDA
+17.0%
+31.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.2% | +3.1% | -1.9% | +1.2% |
| 30D | +15.2% | +9.1% | +6.1% | +15.3% |
| 3M | +8.3% | +3.2% | +5.1% | +8.2% |
| 6M | +13.1% | +8.5% | +4.7% | +13.1% |
| YTD | +12.5% | -4.6% | +17.2% | +13.1% |
| 1Y | +21.8% | -5.5% | +27.3% | +22.5% |
| All | +48.9% | +17.0% | +31.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling