+762.7%
WAB vs INDA
+111.6%
+651.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | -2.4% | -2.5% | +0.1% | -1.1% |
| 3M | +9.7% | +4.0% | +5.7% | +7.3% |
| 6M | +16.5% | -1.8% | +18.3% | +17.4% |
| YTD | +33.7% | -9.2% | +42.9% | +40.3% |
| 1Y | +49.7% | -7.2% | +56.9% | +54.9% |
| 3Y | +170.9% | +9.8% | +161.1% | +156.0% |
| 5Y | +228.0% | +7.5% | +220.5% | +213.3% |
| 10Y | +284.8% | +80.8% | +204.0% | +177.9% |
| All | +762.7% | +111.6% | +651.1% | +459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INDA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling