+83.1%
WY vs INDA
+111.6%
-28.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | -10.5% | -2.5% | -7.9% | -9.0% |
| 3M | -4.9% | +4.0% | -8.8% | -7.2% |
| 6M | -4.9% | -1.8% | -3.1% | -4.0% |
| YTD | -1.7% | -9.2% | +7.5% | +3.9% |
| 1Y | -9.4% | -7.2% | -2.2% | -5.8% |
| 3Y | -22.3% | +9.8% | -32.1% | -28.1% |
| 5Y | -20.5% | +7.5% | -28.0% | -25.8% |
| 10Y | +4.9% | +80.8% | -75.8% | -30.2% |
| All | +83.1% | +111.6% | -28.5% | +12.0% |
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