+213.7%
ICE vs WAB
+296.8%
-83.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | -4.1% | +8.1% | +5.0% |
| 3M | +13.7% | +8.2% | +5.5% | +11.3% |
| 6M | +0.9% | +15.4% | -14.5% | -3.0% |
| YTD | -2.1% | +33.1% | -35.3% | -9.4% |
| 1Y | -9.5% | +48.1% | -57.6% | -18.5% |
| 3Y | +42.1% | +167.7% | -125.6% | +9.5% |
| 5Y | +41.4% | +225.7% | -184.3% | +3.1% |
| All | +213.7% | +296.8% | -83.1% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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