+2,316.3%
ICE vs WAT
+926.8%
+1,389.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | +7.6% | +2.3% | +5.3% | +6.4% |
| 3M | +13.9% | +8.7% | +5.2% | +9.2% |
| 6M | -2.4% | +28.3% | -30.7% | -14.2% |
| YTD | +0.3% | +7.8% | -7.5% | -5.8% |
| 1Y | -6.4% | +36.6% | -43.0% | -21.6% |
| 3Y | +43.1% | +45.7% | -2.6% | +7.2% |
| 5Y | +42.1% | -3.3% | +45.4% | +26.9% |
| 10Y | +220.9% | +162.1% | +58.8% | +51.4% |
| All | +2,316.3% | +926.8% | +1,389.5% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling