+27.3%
WAT vs INDA
-7.3%
+34.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +0.2% |
| 7D | -1.9% | +6.9% | -8.9% | -5.5% |
| 30D | +6.2% | +7.4% | -1.2% | +2.0% |
| 3M | +18.1% | -1.0% | +19.0% | +19.0% |
| 6M | +54.9% | +2.9% | +52.0% | +52.8% |
| YTD | +23.1% | -7.4% | +30.5% | +25.9% |
| 1Y | +27.3% | -7.4% | +34.7% | +30.4% |
| All | +27.3% | -7.3% | +34.6% | +30.4% |
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