+214.9%
ICE vs W
+142.4%
+72.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | +5.9% | -6.8% | -1.4% |
| 30D | +4.0% | -3.0% | +7.0% | +4.2% |
| 3M | +11.0% | +40.3% | -29.4% | +6.6% |
| 6M | -5.0% | +32.2% | -37.2% | -8.7% |
| YTD | -2.7% | -0.3% | -2.4% | -4.4% |
| 1Y | -8.6% | +16.2% | -24.8% | -12.0% |
| 3Y | +41.4% | +40.7% | +0.6% | +27.6% |
| 5Y | +39.9% | -62.3% | +102.2% | +32.3% |
| 10Y | +214.9% | +162.2% | +52.7% | +112.5% |
| All | +214.9% | +142.4% | +72.5% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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