+115.9%
INDA vs WST
+456.5%
-340.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +1.1% | +4.2% | -3.1% | +0.5% |
| 30D | +9.4% | +11.2% | -1.8% | +7.7% |
| 3M | +2.9% | +20.4% | -17.4% | +0.2% |
| 6M | +7.2% | +37.9% | -30.6% | +2.3% |
| YTD | -4.8% | +51.8% | -56.6% | -10.7% |
| 1Y | -5.1% | +56.6% | -61.7% | -11.4% |
| 3Y | +16.7% | +24.2% | -7.6% | +7.9% |
| 5Y | +8.8% | +0.7% | +8.1% | +3.7% |
| All | +115.9% | +456.5% | -340.6% | +29.2% |
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