+213.7%
ICE vs WSM
+1,071.8%
-858.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +4.0% | -7.7% | +11.7% | +5.2% |
| 3M | +13.7% | +3.8% | +9.9% | +12.8% |
| 6M | +0.9% | +22.7% | -21.7% | -2.6% |
| YTD | -2.1% | +28.0% | -30.1% | -6.4% |
| 1Y | -9.5% | +12.7% | -22.2% | -11.9% |
| 3Y | +42.1% | +231.3% | -189.2% | +10.3% |
| 5Y | +41.4% | +177.2% | -135.8% | +9.8% |
| All | +213.7% | +1,071.8% | -858.1% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling