+39.9%
ICE vs WCN
+27.0%
+12.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -0.9% | -1.7% | +0.9% | +0.1% |
| 30D | +4.0% | -3.0% | +6.9% | +5.6% |
| 3M | +11.0% | +2.5% | +8.4% | +9.2% |
| 6M | -5.0% | -5.7% | +0.7% | -2.5% |
| YTD | -2.7% | -7.4% | +4.8% | +0.5% |
| 1Y | -8.6% | -8.6% | 0.0% | -5.0% |
| 3Y | +41.4% | +19.4% | +22.0% | +23.6% |
| 5Y | +39.9% | +27.2% | +12.7% | +15.7% |
| All | +39.9% | +27.0% | +12.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling