-0.8%
IP vs WPM
+41.3%
-42.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.2% |
| 7D | -5.1% | +16.9% | -22.0% | -8.3% |
| 30D | +8.5% | +2.0% | +6.6% | +7.8% |
| 3M | -13.8% | +8.9% | -22.8% | -16.0% |
| 6M | +5.7% | +1.6% | +4.2% | +3.4% |
| YTD | -9.1% | +16.5% | -25.6% | -14.4% |
| 1Y | -0.8% | +42.2% | -43.0% | -11.0% |
| All | -0.8% | +41.3% | -42.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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