-2.0%
ICE vs WETO
-94.9%
+92.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.4% |
| 7D | -5.3% | -19.9% | +14.5% | -5.5% |
| 30D | +3.0% | -42.7% | +45.7% | +4.9% |
| 3M | +11.4% | -97.7% | +109.2% | +12.0% |
| 6M | -2.0% | -94.4% | +92.4% | -4.0% |
| All | -2.0% | -94.9% | +92.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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