+40.6%
ICE vs WSM
+226.4%
-185.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.3% |
| 7D | -5.3% | +0.4% | -5.8% | -5.4% |
| 30D | +3.0% | -10.7% | +13.7% | +3.7% |
| 3M | +11.4% | +8.5% | +3.0% | +10.8% |
| 6M | -2.0% | +19.6% | -21.7% | -3.3% |
| YTD | -3.1% | +26.6% | -29.7% | -4.7% |
| 1Y | -8.4% | +12.0% | -20.3% | -9.3% |
| All | +40.6% | +226.4% | -185.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling