+48.1%
WAB vs INDA
-8.4%
+56.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | -4.1% | -2.8% | -1.3% | -3.0% |
| 3M | +8.2% | +1.6% | +6.5% | +7.1% |
| 6M | +15.4% | -1.4% | +16.8% | +13.9% |
| YTD | +33.1% | -10.1% | +43.3% | +31.1% |
| 1Y | +48.1% | -8.8% | +56.8% | +46.1% |
| All | +48.1% | -8.4% | +56.5% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling