+42.5%
ICE vs WCC
+137.6%
-95.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -2.3% |
| 7D | -1.2% | +8.5% | -9.6% | -1.5% |
| 30D | +5.0% | -1.0% | +5.9% | +5.0% |
| 3M | +13.9% | +2.1% | +11.8% | +13.6% |
| 6M | -4.4% | +36.8% | -41.2% | -6.8% |
| YTD | -1.9% | +47.7% | -49.6% | -5.2% |
| 1Y | -8.1% | +66.5% | -74.6% | -12.2% |
| 3Y | +42.5% | +134.2% | -91.7% | +26.8% |
| All | +42.5% | +137.6% | -95.1% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling