+2,551.3%
ICE vs WCC
+664.8%
+1,886.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +3.2% | -9.9% | +13.1% | +5.9% |
| 30D | +12.9% | -13.4% | +26.3% | +16.7% |
| 3M | +17.5% | -13.5% | +31.0% | +20.7% |
| 6M | +14.0% | -10.6% | +24.6% | +14.2% |
| YTD | +10.0% | +30.1% | -20.1% | -4.1% |
| 1Y | +19.5% | +22.3% | -2.8% | +6.1% |
| 3Y | +66.8% | +130.3% | -63.5% | +9.1% |
| 5Y | +40.3% | +144.5% | -104.2% | -17.3% |
| 10Y | +249.7% | +431.8% | -182.1% | +23.2% |
| All | +2,551.3% | +664.8% | +1,886.5% | +415.2% |
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