+2,583.6%
ICE vs WCC
+677.1%
+1,906.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.9% |
| 7D | +3.6% | +9.9% | -6.3% | +0.6% |
| 30D | +15.1% | -8.4% | +23.5% | +16.9% |
| 3M | +15.4% | -10.3% | +25.7% | +17.2% |
| 6M | +16.1% | -10.5% | +26.6% | +16.4% |
| YTD | +11.4% | +32.2% | -20.8% | -3.4% |
| 1Y | +18.5% | +25.5% | -7.1% | +4.3% |
| 3Y | +70.5% | +134.7% | -64.2% | +10.9% |
| 5Y | +40.9% | +139.9% | -99.0% | -16.2% |
| 10Y | +260.6% | +433.5% | -172.9% | +27.3% |
| All | +2,583.6% | +677.1% | +1,906.5% | +418.9% |
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