+5.3%
WMT vs INDA
-8.4%
+13.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.2% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | -7.4% | -2.8% | -4.7% | -7.1% |
| 3M | -10.9% | +1.6% | -12.5% | -11.2% |
| 6M | -12.7% | -1.4% | -11.3% | -13.0% |
| YTD | -3.2% | -10.1% | +6.9% | -3.6% |
| 1Y | +5.3% | -8.8% | +14.0% | +4.8% |
| All | +5.3% | -8.4% | +13.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling