+25.4%
IP vs WCC
+445.3%
-419.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -0.8% |
| 7D | -5.0% | -21.9% | +16.9% | +2.4% |
| 30D | +6.5% | -25.4% | +31.9% | +16.2% |
| 3M | -18.0% | -23.1% | +5.1% | -11.8% |
| 6M | +10.3% | -18.1% | +28.4% | +15.4% |
| YTD | -9.9% | +17.7% | -27.6% | -17.8% |
| 1Y | -1.1% | +12.4% | -13.4% | -8.4% |
| 3Y | +13.0% | +105.9% | -92.9% | -20.3% |
| 5Y | -12.3% | +116.8% | -129.1% | -43.0% |
| All | +25.4% | +445.3% | -419.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling