+2,316.3%
ICE vs WAB
+2,120.8%
+195.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -0.7% | -3.2% | +2.5% | +0.7% |
| 30D | +7.6% | -4.4% | +12.1% | +9.7% |
| 3M | +13.9% | +7.9% | +6.1% | +9.4% |
| 6M | -2.4% | +8.7% | -11.1% | -7.3% |
| YTD | +0.3% | +33.0% | -32.7% | -13.2% |
| 1Y | -6.4% | +46.7% | -53.1% | -22.7% |
| 3Y | +43.1% | +153.0% | -109.9% | -10.2% |
| 5Y | +42.1% | +222.3% | -180.2% | -22.2% |
| 10Y | +220.9% | +291.0% | -70.1% | +33.9% |
| All | +2,316.3% | +2,120.8% | +195.5% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling