+210.5%
ICE vs WEC
+146.6%
+63.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -5.3% | -1.3% | -4.1% | -4.9% |
| 30D | +3.0% | -0.4% | +3.4% | +3.1% |
| 3M | +11.4% | -6.8% | +18.2% | +14.0% |
| 6M | -2.0% | -6.4% | +4.3% | 0.0% |
| YTD | -3.1% | +2.5% | -5.6% | -4.4% |
| 1Y | -8.4% | -0.4% | -8.0% | -8.7% |
| 3Y | +40.7% | +38.5% | +2.2% | +24.1% |
| 5Y | +40.0% | +31.7% | +8.3% | +25.0% |
| All | +210.5% | +146.6% | +63.9% | +163.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling