+2,583.6%
ICE vs WAB
+2,239.3%
+344.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +3.6% | +5.1% | -1.4% | +1.4% |
| 30D | +15.1% | +4.0% | +11.1% | +12.7% |
| 3M | +15.4% | +0.1% | +15.3% | +14.7% |
| 6M | +16.1% | +12.8% | +3.3% | +8.7% |
| YTD | +11.4% | +40.1% | -28.7% | -6.2% |
| 1Y | +18.5% | +46.4% | -27.9% | -2.2% |
| 3Y | +70.5% | +167.4% | -96.8% | +4.3% |
| 5Y | +40.9% | +215.0% | -174.1% | -22.1% |
| 10Y | +260.6% | +269.2% | -8.6% | +56.5% |
| All | +2,583.6% | +2,239.3% | +344.3% | +263.3% |
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