+102.7%
INDA vs WST
+466.7%
-364.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | +6.1% | +1.3% | +4.8% | +5.9% |
| 30D | +11.7% | +12.9% | -1.2% | +9.8% |
| 3M | +2.1% | +16.7% | -14.6% | -0.2% |
| 6M | +3.2% | +26.8% | -23.7% | -0.4% |
| YTD | -4.9% | +50.5% | -55.4% | -10.7% |
| 1Y | -4.4% | +52.9% | -57.2% | -10.5% |
| 3Y | +17.6% | +23.9% | -6.3% | +8.7% |
| 5Y | +9.9% | +1.0% | +8.8% | +4.5% |
| 10Y | +102.7% | +451.4% | -348.7% | +20.0% |
| All | +102.7% | +466.7% | -364.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling