+115.1%
INDA vs WST
+1,655.4%
-1,540.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | -0.8% | -3.1% | +2.4% | -0.3% |
| 3M | +3.9% | +7.2% | -3.3% | +2.5% |
| 6M | -0.7% | +36.8% | -37.5% | -6.5% |
| YTD | -7.7% | +23.8% | -31.5% | -11.6% |
| 1Y | -5.1% | +37.8% | -42.9% | -11.3% |
| 3Y | +13.6% | -15.9% | +29.5% | +11.9% |
| 5Y | +7.8% | -25.8% | +33.6% | +7.6% |
| 10Y | +84.6% | +319.6% | -235.0% | +1.6% |
| All | +115.1% | +1,655.4% | -1,540.3% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling