+108.3%
IP vs WCN
+6,839.3%
-6,731.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -5.3% | -0.6% | -4.6% | -5.1% |
| 30D | -10.9% | +0.4% | -11.3% | -11.0% |
| 3M | +11.2% | +7.3% | +3.8% | +8.7% |
| 6M | -10.2% | -2.5% | -7.7% | -10.1% |
| YTD | -2.0% | -5.4% | +3.4% | -1.2% |
| 1Y | -19.1% | -8.5% | -10.6% | -17.7% |
| 3Y | +20.9% | +20.8% | +0.1% | +12.3% |
| 5Y | -17.8% | +30.0% | -47.8% | -25.7% |
| 10Y | +23.5% | +238.4% | -214.9% | -13.3% |
| All | +108.3% | +6,839.3% | -6,731.0% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling