+39.9%
ICE vs WCC
+228.2%
-188.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.9% | +6.8% | -7.7% | -1.5% |
| 30D | +4.0% | -3.0% | +7.0% | +4.2% |
| 3M | +11.0% | +0.2% | +10.8% | +10.5% |
| 6M | -5.0% | +33.2% | -38.1% | -8.7% |
| YTD | -2.7% | +45.8% | -48.5% | -7.8% |
| 1Y | -8.6% | +68.4% | -77.0% | -15.2% |
| 3Y | +41.4% | +131.1% | -89.8% | +20.9% |
| 5Y | +39.9% | +225.6% | -185.8% | +9.8% |
| All | +39.9% | +228.2% | -188.3% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling