-5.5%
IP vs WCC
+26.8%
-32.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.7% | -2.0% |
| 7D | -2.8% | +3.3% | -6.1% | -3.6% |
| 30D | +9.2% | -9.4% | +18.6% | +10.8% |
| 3M | -16.1% | -10.5% | -5.6% | -15.0% |
| 6M | +9.6% | -10.4% | +20.0% | +10.6% |
| YTD | -8.8% | +34.4% | -43.2% | -21.7% |
| 1Y | -5.5% | +27.7% | -33.2% | -18.0% |
| All | -5.5% | +26.8% | -32.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling