+400.0%
WMB vs INDA
+121.8%
+278.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +7.8% | +1.1% | +6.7% | +7.2% |
| 30D | -5.1% | +9.4% | -14.5% | -9.7% |
| 3M | -4.7% | +2.9% | -7.7% | -6.5% |
| 6M | -7.4% | +7.2% | -14.6% | -11.4% |
| YTD | +17.5% | -4.8% | +22.3% | +19.2% |
| 1Y | +19.5% | -5.1% | +24.5% | +21.4% |
| 3Y | +121.3% | +16.7% | +104.6% | +98.3% |
| 5Y | +200.5% | +8.8% | +191.8% | +177.7% |
| 10Y | +281.9% | +116.2% | +165.6% | +131.0% |
| All | +400.0% | +121.8% | +278.2% | +193.7% |
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