+13.8%
IP vs WPM
+203.9%
-190.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.0% |
| 7D | -5.0% | +7.5% | -12.4% | -5.9% |
| 30D | +6.5% | -3.8% | +10.3% | +6.9% |
| 3M | -18.0% | +8.0% | -26.0% | -18.9% |
| 6M | +10.3% | +6.1% | +4.3% | +8.9% |
| YTD | -9.9% | +13.2% | -23.1% | -11.2% |
| 1Y | -1.1% | +37.9% | -38.9% | -2.6% |
| All | +13.8% | +203.9% | -190.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling