+2,316.3%
ICE vs WM
+1,134.4%
+1,181.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | +7.6% | -2.4% | +10.0% | +9.5% |
| 3M | +13.9% | +0.4% | +13.5% | +13.1% |
| 6M | -2.4% | -9.5% | +7.1% | +4.3% |
| YTD | +0.3% | +0.5% | -0.2% | -1.4% |
| 1Y | -6.4% | -1.1% | -5.3% | -7.2% |
| 3Y | +43.1% | +46.0% | -2.9% | +1.3% |
| 5Y | +42.1% | +51.8% | -9.7% | -4.2% |
| 10Y | +220.9% | +307.5% | -86.6% | -10.2% |
| All | +2,316.3% | +1,134.4% | +1,181.9% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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