+2,316.3%
ICE vs WCC
+747.5%
+1,568.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -3.2% |
| 7D | -0.7% | +4.5% | -5.1% | -2.1% |
| 30D | +7.6% | -5.8% | +13.4% | +9.3% |
| 3M | +13.9% | -3.7% | +17.6% | +13.6% |
| 6M | -2.4% | +23.1% | -25.4% | -11.3% |
| YTD | +0.3% | +44.2% | -43.9% | -14.0% |
| 1Y | -6.4% | +62.1% | -68.5% | -23.6% |
| 3Y | +43.1% | +121.1% | -78.0% | -3.5% |
| 5Y | +42.1% | +214.0% | -171.8% | -22.6% |
| 10Y | +220.9% | +472.8% | -251.9% | +12.0% |
| All | +2,316.3% | +747.5% | +1,568.7% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling