+20.6%
ICE vs WEC
+9.7%
+10.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.8% |
| 7D | +12.2% | +6.9% | +5.3% | +10.6% |
| 30D | +15.0% | +16.6% | -1.6% | +12.5% |
| 3M | +17.6% | +9.1% | +8.6% | +15.7% |
| 6M | +12.6% | +3.2% | +9.4% | +10.8% |
| YTD | +9.1% | +14.9% | -5.8% | +10.3% |
| 1Y | +20.6% | +9.2% | +11.4% | +22.7% |
| All | +20.6% | +9.7% | +10.9% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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