+40.6%
ICE vs W
-63.0%
+103.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.2% | +6.5% | -7.6% | -1.6% |
| 30D | +5.0% | -6.2% | +11.2% | +5.4% |
| 3M | +13.9% | +48.9% | -35.0% | +9.4% |
| 6M | -4.4% | +31.2% | -35.6% | -7.6% |
| YTD | -1.9% | -0.4% | -1.5% | -3.3% |
| 1Y | -8.1% | +14.8% | -22.9% | -11.0% |
| 3Y | +42.5% | +40.5% | +2.0% | +30.3% |
| 5Y | +40.6% | -62.1% | +102.8% | +26.6% |
| All | +40.6% | -63.0% | +103.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling