okama.PortfolioDCF.wealth_index

property PortfolioDCF.wealth_index

Calculate wealth index time series for the portfolio with contributions and withdrawals.

Wealth index (Cumulative Wealth Index) is a time series that presents the value of portfolio over historical time period considering cash flows.

Accumulated inflation time series is added if inflation=True in the Portfolio.

If there is no cashflows Wealth index is obtained from the accumulated return multiplicated by the initial investments. That is: initial_amount_pv * (Acc_Return + 1)

initial_amount_pv is the discounted value of the initial investments (initial_amount).

Values of the wealth index correspond to the beginning of the month.

Returns:

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.dcf.wealth_index.plot()
>>> plt.show()