+40.6%
ICE vs WEC
+34.9%
+5.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.6% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | +5.0% | +0.3% | +4.6% | +4.8% |
| 3M | +13.9% | -2.9% | +16.8% | +14.9% |
| 6M | -4.4% | -5.9% | +1.5% | -2.5% |
| YTD | -1.9% | +4.1% | -6.1% | -3.9% |
| 1Y | -8.1% | +3.1% | -11.2% | -9.8% |
| 3Y | +42.5% | +40.8% | +1.7% | +23.6% |
| 5Y | +40.6% | +31.7% | +8.9% | +28.4% |
| All | +40.6% | +34.9% | +5.7% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling