+91.5%
IP vs WCN
+7,983.1%
-7,891.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.0% | +5.5% | -10.5% | -6.4% |
| 30D | +6.5% | +24.2% | -17.7% | 0.0% |
| 3M | -18.0% | +17.0% | -35.0% | -21.8% |
| 6M | +10.3% | +22.3% | -12.0% | +3.6% |
| YTD | -9.9% | +10.2% | -20.1% | -13.2% |
| 1Y | -1.1% | +16.5% | -17.5% | -6.2% |
| 3Y | +13.0% | +47.1% | -34.1% | -0.8% |
| 5Y | -12.3% | +47.9% | -60.2% | -23.6% |
| 10Y | +26.8% | +316.7% | -289.9% | -16.1% |
| All | +91.5% | +7,983.1% | -7,891.6% | -17.7% |
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 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