+39.9%
ICE vs WPM
+261.4%
-221.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.9% | +3.9% | -4.7% | -1.3% |
| 30D | +4.0% | +17.7% | -13.7% | +1.8% |
| 3M | +11.0% | +39.4% | -28.5% | +6.2% |
| 6M | -5.0% | +6.4% | -11.4% | -6.1% |
| YTD | -2.7% | +34.0% | -36.7% | -8.0% |
| 1Y | -8.6% | +50.5% | -59.1% | -15.7% |
| 3Y | +41.4% | +280.3% | -238.9% | +8.6% |
| 5Y | +39.9% | +266.3% | -226.5% | +7.4% |
| All | +39.9% | +261.4% | -221.5% | +7.4% |
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