+803.7%
WAB vs INDA
+121.8%
+681.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +5.1% | +1.1% | +4.0% | +4.5% |
| 30D | +4.0% | +9.4% | -5.4% | -0.8% |
| 3M | +0.1% | +2.9% | -2.8% | -1.5% |
| 6M | +12.8% | +7.2% | +5.6% | +8.5% |
| YTD | +40.1% | -4.8% | +44.9% | +43.3% |
| 1Y | +46.4% | -5.1% | +51.4% | +49.9% |
| 3Y | +167.4% | +16.7% | +150.7% | +144.6% |
| 5Y | +215.0% | +8.8% | +206.3% | +198.5% |
| 10Y | +269.2% | +116.2% | +153.0% | +146.7% |
| All | +803.7% | +121.8% | +681.9% | +471.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling