+26.8%
IP vs WCN
+302.6%
-275.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -3.0% | +1.2% | -4.2% | -3.6% |
| 30D | +10.6% | +24.6% | -14.0% | -0.5% |
| 3M | -13.6% | +14.2% | -27.8% | -19.0% |
| 6M | +10.4% | +25.7% | -15.3% | -1.8% |
| YTD | -6.5% | +9.3% | -15.8% | -11.6% |
| 1Y | -2.1% | +15.3% | -17.4% | -10.1% |
| 3Y | +22.0% | +48.6% | -26.6% | -6.1% |
| 5Y | -9.7% | +46.9% | -56.6% | -31.8% |
| 10Y | +26.8% | +298.1% | -271.3% | -41.1% |
| All | +26.8% | +302.6% | -275.8% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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