+414.3%
WAT vs INDA
+121.8%
+292.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +5.4% | +9.4% | -4.0% | +1.2% |
| 3M | +11.3% | +2.9% | +8.4% | +9.8% |
| 6M | +37.4% | +7.2% | +30.2% | +33.0% |
| YTD | +21.2% | -4.8% | +26.0% | +23.7% |
| 1Y | +21.3% | -5.1% | +26.4% | +23.9% |
| 3Y | +83.4% | +16.7% | +66.7% | +70.6% |
| 5Y | +29.0% | +8.8% | +20.2% | +23.3% |
| 10Y | +223.9% | +116.2% | +107.7% | +127.0% |
| All | +414.3% | +121.8% | +292.5% | +248.5% |
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