+2,516.3%
ICE vs WAT
+1,095.6%
+1,420.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.7% |
| 7D | +1.0% | +6.0% | -5.0% | -1.5% |
| 30D | +11.4% | +9.9% | +1.5% | +6.7% |
| 3M | +16.2% | +17.2% | -1.0% | +7.9% |
| 6M | +12.5% | +34.2% | -21.8% | -2.4% |
| YTD | +8.6% | +25.5% | -16.9% | -4.9% |
| 1Y | +18.4% | +28.3% | -9.9% | +2.6% |
| 3Y | +66.4% | +88.4% | -21.9% | +10.8% |
| 5Y | +37.2% | +36.1% | +1.1% | +3.6% |
| 10Y | +244.8% | +234.8% | +10.0% | +45.1% |
| All | +2,516.3% | +1,095.6% | +1,420.6% | +308.9% |
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