+23.9%
IP vs WWD
+166.3%
-142.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -5.3% | +1.3% | -6.6% | -5.7% |
| 30D | -10.9% | -7.2% | -3.7% | -8.3% |
| 3M | +11.2% | -3.8% | +15.0% | +12.3% |
| 6M | -10.2% | -9.9% | -0.3% | -7.1% |
| YTD | -2.0% | +14.8% | -16.8% | -7.2% |
| 1Y | -19.1% | +42.1% | -61.2% | -29.5% |
| All | +23.9% | +166.3% | -142.4% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling