-6.2%
ICE vs WETO
-99.4%
+93.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.0% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | +4.0% | -39.9% | +43.9% | +5.8% |
| 3M | +13.7% | -97.9% | +111.6% | +14.7% |
| 6M | +0.9% | -95.0% | +96.0% | +1.6% |
| YTD | -2.1% | -97.2% | +95.0% | -1.8% |
| 1Y | -9.5% | -98.9% | +89.4% | -9.3% |
| All | -6.2% | -99.4% | +93.2% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling