+583.6%
WMT vs INDA
+109.8%
+473.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | -5.8% | -2.9% | -2.9% | -5.2% |
| 3M | -10.8% | +2.4% | -13.1% | -11.3% |
| 6M | -14.3% | -2.6% | -11.7% | -14.0% |
| YTD | -4.4% | -10.0% | +5.6% | -2.4% |
| 1Y | +4.3% | -7.7% | +12.0% | +5.9% |
| 3Y | +100.1% | +8.9% | +91.2% | +95.3% |
| 5Y | +130.8% | +6.0% | +124.9% | +125.7% |
| 10Y | +433.7% | +84.4% | +349.3% | +354.7% |
| All | +583.6% | +109.8% | +473.8% | +467.5% |
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