+854.4%
WM vs INDA
+122.4%
+732.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +0.8% | +3.1% | -2.4% | -0.2% |
| 30D | +13.8% | +11.3% | +2.5% | +10.3% |
| 3M | +6.4% | +3.0% | +3.4% | +5.4% |
| 6M | +13.2% | +6.5% | +6.7% | +10.9% |
| YTD | +10.8% | -4.6% | +15.3% | +11.8% |
| 1Y | +20.2% | -5.8% | +25.9% | +21.7% |
| 3Y | +46.5% | +16.8% | +29.7% | +37.6% |
| 5Y | +61.3% | +10.4% | +50.9% | +53.3% |
| 10Y | +324.8% | +116.8% | +207.9% | +220.0% |
| All | +854.4% | +122.4% | +732.0% | +590.6% |
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