+164.9%
WAB vs INDA
+6.8%
+158.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | -0.2% | -3.6% | +3.4% | +1.8% |
| 30D | -5.9% | -4.0% | -1.9% | -3.8% |
| 3M | +9.4% | +1.7% | +7.7% | +8.1% |
| 6M | +13.8% | -3.6% | +17.5% | +15.7% |
| YTD | +31.8% | -11.0% | +42.7% | +39.7% |
| 1Y | +48.5% | -9.5% | +58.0% | +55.5% |
| All | +164.9% | +6.8% | +158.1% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling