-0.8%
IP vs WCN
+14.2%
-15.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -5.1% | +2.9% | -8.0% | -5.4% |
| 30D | +8.5% | +22.1% | -13.6% | +5.9% |
| 3M | -13.8% | +13.2% | -27.0% | -15.4% |
| 6M | +5.7% | +23.7% | -18.0% | +3.4% |
| YTD | -9.1% | +8.7% | -17.9% | -7.3% |
| 1Y | -0.8% | +15.3% | -16.2% | -4.7% |
| All | -0.8% | +14.2% | -15.0% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling