okama.PortfolioDCF.wealth_index_with_assets

property PortfolioDCF.wealth_index_with_assets

Wealth index time series for the portfolio and all assets considering cash flow (contributions and withdrawals).

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 multiplicated by the initial investments. initial_amount_pv * (Acc_Return + 1)

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

Returns:

DataFrame

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

Examples

>>> import matplotlib.pyplot as plt
>>> pf = ok.Portfolio(['VOO.US', 'GLD.US'], weights=[0.8, 0.2])
>>> ind = ok.IndexationStrategy(pf)  # Set Cash Flow Strategy parameters
>>> ind.initial_investment = 100  # initial investments value
>>> ind.frequency = "year"  # withdrawals frequency
>>> ind.amount = -0.5 * 12  # initial withdrawals amount
>>> ind.indexation = "inflation"  # the indexation is equal to inflation
>>> pf.dcf.cashflow_parameters = ind  # assign the strategy to Portfolio
>>> pf.dcf.wealth_index_with_assets.plot()
>>> plt.show()