+214.9%
ICE vs WAT
+156.2%
+58.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | +4.0% | -1.7% | +5.6% | +4.4% |
| 3M | +11.0% | +9.1% | +1.9% | +8.1% |
| 6M | -5.0% | +32.4% | -37.4% | -12.8% |
| YTD | -2.7% | +6.6% | -9.3% | -5.7% |
| 1Y | -8.6% | +34.7% | -43.3% | -17.7% |
| 3Y | +41.4% | +53.6% | -12.2% | +15.3% |
| 5Y | +39.9% | -4.1% | +43.9% | +32.8% |
| 10Y | +214.9% | +167.9% | +47.0% | +100.2% |
| All | +214.9% | +156.2% | +58.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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