+40.9%
ICE vs WPM
+210.4%
-169.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +3.6% | -3.6% | +7.2% | +4.0% |
| 30D | +15.1% | +1.4% | +13.6% | +14.6% |
| 3M | +15.4% | -0.2% | +15.6% | +14.8% |
| 6M | +16.1% | -7.3% | +23.4% | +16.4% |
| YTD | +11.4% | +12.3% | -1.0% | +7.0% |
| 1Y | +18.5% | +24.9% | -6.4% | +11.6% |
| 3Y | +70.5% | +210.4% | -139.8% | +33.0% |
| All | +40.9% | +210.4% | -169.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling