+398.7%
WMB vs INDA
+122.4%
+276.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | +1.6% | +3.1% | -1.6% | -0.1% |
| 30D | -7.1% | +11.3% | -18.4% | -12.4% |
| 3M | -4.0% | +3.0% | -7.0% | -5.8% |
| 6M | -5.7% | +6.5% | -12.3% | -9.4% |
| YTD | +17.2% | -4.6% | +21.7% | +18.8% |
| 1Y | +17.2% | -5.8% | +22.9% | +19.6% |
| 3Y | +121.1% | +16.8% | +104.3% | +97.9% |
| 5Y | +197.2% | +10.4% | +186.8% | +172.3% |
| 10Y | +280.9% | +116.8% | +164.1% | +130.1% |
| All | +398.7% | +122.4% | +276.3% | +192.6% |
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