-13.6%
IP vs WCC
+139.9%
-153.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -0.3% | +9.9% | -10.2% | -3.0% |
| 30D | +7.9% | -8.4% | +16.4% | +9.8% |
| 3M | -15.3% | -10.3% | -5.0% | -13.7% |
| 6M | +10.5% | -10.5% | +21.0% | +12.0% |
| YTD | -9.4% | +32.2% | -41.6% | -19.1% |
| 1Y | -4.6% | +25.5% | -30.2% | -13.6% |
| 3Y | +21.2% | +134.7% | -113.5% | -14.1% |
| All | -13.6% | +139.9% | -153.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling