+22.9%
IP vs WWD
+478.9%
-456.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -5.3% | +1.3% | -6.6% | -5.8% |
| 30D | -10.9% | -7.2% | -3.7% | -8.1% |
| 3M | +11.2% | -3.8% | +15.0% | +12.5% |
| 6M | -10.2% | -9.9% | -0.3% | -6.7% |
| YTD | -2.0% | +14.8% | -16.8% | -8.5% |
| 1Y | -19.1% | +42.1% | -61.2% | -31.5% |
| 3Y | +20.9% | +170.8% | -149.9% | -24.4% |
| 5Y | -17.8% | +197.5% | -215.3% | -52.3% |
| All | +22.9% | +478.9% | -456.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling