+80.8%
INDA vs WST
+321.8%
-241.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -2.5% | -4.6% | +2.1% | -1.9% |
| 3M | +4.0% | +5.7% | -1.7% | +3.0% |
| 6M | -1.8% | +37.6% | -39.4% | -6.5% |
| YTD | -9.2% | +23.0% | -32.2% | -12.3% |
| 1Y | -7.2% | +33.8% | -41.0% | -11.7% |
| 3Y | +9.8% | -13.4% | +23.2% | +8.2% |
| 5Y | +7.5% | -27.0% | +34.5% | +8.7% |
| 10Y | +80.8% | +324.5% | -243.8% | +12.1% |
| All | +80.8% | +321.8% | -241.1% | +12.1% |
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