+76.0%
IP vs WCC
+1,380.5%
-1,304.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -1.1% |
| 7D | -5.0% | -21.9% | +16.9% | +1.9% |
| 30D | +6.5% | -25.4% | +31.9% | +15.6% |
| 3M | -18.0% | -23.1% | +5.1% | -12.2% |
| 6M | +10.3% | -18.1% | +28.4% | +15.1% |
| YTD | -9.9% | +17.7% | -27.6% | -16.9% |
| 1Y | -1.1% | +12.4% | -13.4% | -7.5% |
| 3Y | +13.0% | +105.9% | -92.9% | -16.8% |
| 5Y | -12.3% | +116.8% | -129.1% | -39.4% |
| 10Y | +26.8% | +456.1% | -429.2% | -40.7% |
| All | +76.0% | +1,380.5% | -1,304.5% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling