+45.3%
ICE vs W
+41.4%
+3.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.1% |
| 7D | -0.7% | -4.2% | +3.5% | -0.5% |
| 30D | +7.6% | -7.6% | +15.2% | +7.9% |
| 3M | +13.9% | +37.2% | -23.2% | +11.7% |
| 6M | -2.4% | +26.3% | -28.7% | -4.1% |
| YTD | +0.3% | -1.0% | +1.2% | -0.4% |
| 1Y | -6.4% | +20.1% | -26.5% | -8.4% |
| All | +45.3% | +41.4% | +3.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling