+15.2%
ICE vs WEC
+6.5%
+8.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +3.2% | -0.5% | +3.8% | +3.5% |
| 30D | +14.7% | +12.0% | +2.7% | +10.5% |
| 3M | +19.8% | +11.1% | +8.7% | +15.6% |
| 6M | +15.2% | +6.0% | +9.3% | +11.5% |
| All | +15.2% | +6.5% | +8.8% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling