+264.9%
ICE vs WCN
+322.1%
-57.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +3.6% | +2.6% | +1.0% | +2.2% |
| 30D | +15.1% | +23.9% | -8.9% | +1.9% |
| 3M | +15.4% | +17.4% | -2.0% | +5.3% |
| 6M | +16.1% | +28.0% | -11.9% | +0.5% |
| YTD | +11.4% | +11.6% | -0.2% | +3.6% |
| 1Y | +18.5% | +16.9% | +1.6% | +7.1% |
| 3Y | +70.5% | +51.6% | +18.9% | +29.7% |
| 5Y | +40.9% | +48.0% | -7.1% | +7.4% |
| All | +264.9% | +322.1% | -57.2% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling