+2,316.3%
ICE vs WPM
+3,989.0%
-1,672.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.9% |
| 7D | -0.7% | +1.1% | -1.7% | -0.8% |
| 30D | +7.6% | +26.4% | -18.7% | +3.4% |
| 3M | +13.9% | +20.8% | -6.9% | +9.9% |
| 6M | -2.4% | +1.1% | -3.5% | -3.6% |
| YTD | +0.3% | +32.5% | -32.2% | -6.0% |
| 1Y | -6.4% | +51.5% | -57.9% | -14.5% |
| 3Y | +43.1% | +267.0% | -223.9% | +11.2% |
| 5Y | +42.1% | +250.1% | -208.0% | +9.7% |
| 10Y | +220.9% | +540.4% | -319.4% | +111.1% |
| All | +2,316.3% | +3,989.0% | -1,672.7% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling