+2,316.3%
ICE vs WCN
+1,774.2%
+542.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.2% |
| 7D | -0.7% | -0.6% | 0.0% | -0.2% |
| 30D | +7.6% | +0.4% | +7.2% | +7.3% |
| 3M | +13.9% | +7.3% | +6.6% | +8.0% |
| 6M | -2.4% | -2.5% | +0.2% | -1.6% |
| YTD | +0.3% | -5.4% | +5.6% | +2.6% |
| 1Y | -6.4% | -8.5% | +2.0% | -2.2% |
| 3Y | +43.1% | +20.8% | +22.3% | +20.3% |
| 5Y | +42.1% | +30.0% | +12.1% | +11.9% |
| 10Y | +220.9% | +238.4% | -17.5% | +19.4% |
| All | +2,316.3% | +1,774.2% | +542.1% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling