+101.9%
WMT vs INDA
+7.9%
+94.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | -7.4% | -2.8% | -4.7% | -6.8% |
| 3M | -10.9% | +1.6% | -12.5% | -11.3% |
| 6M | -12.7% | -1.4% | -11.3% | -12.5% |
| YTD | -3.2% | -10.1% | +6.9% | -0.7% |
| 1Y | +5.3% | -8.8% | +14.0% | +7.5% |
| 3Y | +101.9% | +7.6% | +94.2% | +94.2% |
| All | +101.9% | +7.9% | +94.0% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling