+432.7%
WMB vs INDA
+115.1%
+317.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | +3.3% | -0.8% | +4.1% | +3.6% |
| 3M | +3.1% | +3.9% | -0.8% | +0.7% |
| 6M | -0.7% | -0.7% | 0.0% | -1.0% |
| YTD | +25.2% | -7.7% | +32.8% | +29.5% |
| 1Y | +32.9% | -5.1% | +38.0% | +35.3% |
| 3Y | +140.6% | +13.6% | +126.9% | +119.1% |
| 5Y | +273.5% | +7.8% | +265.6% | +247.3% |
| 10Y | +334.2% | +84.6% | +249.6% | +185.9% |
| All | +432.7% | +115.1% | +317.6% | +219.0% |
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