+838.4%
WM vs INDA
+119.4%
+719.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | +1.2% | +6.6% | -5.4% | -0.7% |
| 30D | +13.1% | +10.4% | +2.7% | +9.9% |
| 3M | +3.6% | +1.5% | +2.1% | +3.1% |
| 6M | +8.1% | +1.7% | +6.4% | +7.3% |
| YTD | +8.9% | -5.8% | +14.8% | +10.3% |
| 1Y | +20.3% | -5.1% | +25.4% | +21.6% |
| 3Y | +46.2% | +16.0% | +30.2% | +37.6% |
| 5Y | +59.9% | +9.3% | +50.6% | +52.4% |
| 10Y | +345.6% | +102.1% | +243.4% | +240.8% |
| All | +838.4% | +119.4% | +719.0% | +581.7% |
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