+2,614.9%
ICE vs WAT
+1,081.1%
+1,533.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +14.7% | +9.0% | +5.7% | +10.2% |
| 3M | +19.8% | +13.5% | +6.3% | +12.8% |
| 6M | +15.2% | +35.3% | -20.1% | -0.3% |
| YTD | +12.7% | +24.0% | -11.3% | -0.8% |
| 1Y | +20.4% | +22.0% | -1.6% | +6.7% |
| 3Y | +70.8% | +84.0% | -13.2% | +14.9% |
| 5Y | +43.9% | +34.4% | +9.6% | +9.3% |
| 10Y | +264.8% | +231.4% | +33.4% | +54.0% |
| All | +2,614.9% | +1,081.1% | +1,533.8% | +326.5% |
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