+20.6%
ICE vs WCN
+16.1%
+4.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.3% |
| 7D | +12.2% | +6.7% | +5.5% | +9.6% |
| 30D | +15.0% | +24.3% | -9.3% | +6.5% |
| 3M | +17.6% | +16.1% | +1.5% | +11.6% |
| 6M | +12.6% | +19.9% | -7.3% | +5.5% |
| YTD | +9.1% | +10.1% | -1.0% | +5.9% |
| 1Y | +20.6% | +14.4% | +6.2% | +14.2% |
| All | +20.6% | +16.1% | +4.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling