+23.9%
IP vs WPM
+270.0%
-246.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.3% |
| 7D | -5.3% | +1.1% | -6.3% | -5.4% |
| 30D | -10.9% | +26.4% | -37.2% | -13.2% |
| 3M | +11.2% | +20.8% | -9.7% | +8.2% |
| 6M | -10.2% | +1.1% | -11.3% | -12.2% |
| YTD | -2.0% | +32.5% | -34.4% | -4.9% |
| 1Y | -19.1% | +51.5% | -70.6% | -21.6% |
| All | +23.9% | +270.0% | -246.1% | +7.5% |
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