+2,515.8%
ICE vs WM
+1,266.0%
+1,249.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.4% |
| 7D | +6.7% | +4.5% | +2.2% | +3.3% |
| 30D | +13.4% | +16.1% | -2.7% | +1.3% |
| 3M | +16.5% | +8.0% | +8.5% | +9.7% |
| 6M | +12.8% | +8.4% | +4.4% | +5.3% |
| YTD | +8.5% | +11.2% | -2.7% | -1.3% |
| 1Y | +20.6% | +22.3% | -1.7% | +1.9% |
| 3Y | +67.4% | +50.2% | +17.1% | +16.6% |
| 5Y | +36.6% | +63.3% | -26.7% | -12.7% |
| 10Y | +270.4% | +355.0% | -84.6% | -4.7% |
| All | +2,515.8% | +1,266.0% | +1,249.8% | +138.0% |
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