+416.5%
WAT vs INDA
+122.2%
+294.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +2.0% | +3.1% | -1.0% | +0.7% |
| 30D | +7.7% | +9.1% | -1.4% | +3.5% |
| 3M | +11.1% | +3.2% | +7.9% | +9.4% |
| 6M | +31.2% | +8.5% | +22.7% | +26.3% |
| YTD | +21.7% | -4.6% | +26.3% | +24.1% |
| 1Y | +19.3% | -5.5% | +24.8% | +22.1% |
| 3Y | +80.6% | +16.7% | +63.9% | +68.0% |
| 5Y | +29.5% | +9.0% | +20.5% | +23.7% |
| 10Y | +225.3% | +116.6% | +108.6% | +127.7% |
| All | +416.5% | +122.2% | +294.3% | +249.6% |
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