+22.9%
IP vs WCN
+236.2%
-213.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | -5.3% | -0.6% | -4.6% | -5.0% |
| 30D | -10.9% | +0.4% | -11.3% | -11.1% |
| 3M | +11.2% | +7.3% | +3.8% | +7.0% |
| 6M | -10.2% | -2.5% | -7.7% | -10.0% |
| YTD | -2.0% | -5.4% | +3.4% | -0.6% |
| 1Y | -19.1% | -8.5% | -10.6% | -16.6% |
| 3Y | +20.9% | +20.8% | +0.1% | +3.3% |
| 5Y | -17.8% | +30.0% | -47.8% | -34.6% |
| All | +22.9% | +236.2% | -213.2% | -42.7% |
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