+210.5%
ICE vs WCC
+518.6%
-308.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | -5.3% | +1.7% | -7.0% | -5.6% |
| 30D | +3.0% | -6.1% | +9.1% | +3.8% |
| 3M | +11.4% | +3.1% | +8.4% | +10.2% |
| 6M | -2.0% | +28.2% | -30.3% | -6.9% |
| YTD | -3.1% | +41.1% | -44.2% | -9.7% |
| 1Y | -8.4% | +61.3% | -69.7% | -16.8% |
| 3Y | +40.7% | +123.6% | -82.9% | +16.1% |
| 5Y | +40.0% | +214.8% | -174.8% | +4.4% |
| All | +210.5% | +518.6% | -308.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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