-16.1%
IP vs WCC
+216.1%
-232.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.1% |
| 7D | -5.3% | +4.5% | -9.7% | -6.4% |
| 30D | -10.9% | -5.8% | -5.1% | -9.5% |
| 3M | +11.2% | -3.7% | +14.8% | +11.7% |
| 6M | -10.2% | +23.1% | -33.3% | -16.8% |
| YTD | -2.0% | +44.2% | -46.1% | -13.6% |
| 1Y | -19.1% | +62.1% | -81.2% | -32.0% |
| 3Y | +20.9% | +121.1% | -100.3% | -11.7% |
| All | -16.1% | +216.1% | -232.2% | -49.1% |
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