wealth_index

property Portfolio.wealth_index

Calculate wealth index time series for the portfolio and accumulated inflation.

Wealth index (Cumulative Wealth Index) is a time series that presents the value of portfolio over historical time period. Accumulated inflation time series is added if inflation=True in the Portfolio.

Wealth index is obtained from the accumulated return multiplied by the initial investments. That is: 1000 * (Acc_Return + 1) Initial investments are taken as 1000 units of the Portfolio base currency.

Returns:

DataFrame

Time series of wealth index values for portfolio and accumulated inflation.

Examples

>>> import matplotlib.pyplot as plt

>>> x = ok.Portfolio(["SPY.US", "BND.US"])
>>> x.wealth_index.plot()
>>> plt.show()