+2,316.3%
ICE vs WSM
+1,669.3%
+647.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.6% |
| 7D | -0.7% | -3.3% | +2.6% | +0.2% |
| 30D | +7.6% | -8.4% | +16.0% | +10.2% |
| 3M | +13.9% | +9.7% | +4.3% | +10.5% |
| 6M | -2.4% | +16.7% | -19.0% | -7.5% |
| YTD | +0.3% | +28.7% | -28.4% | -8.0% |
| 1Y | -6.4% | +13.7% | -20.1% | -11.4% |
| 3Y | +43.1% | +230.1% | -187.0% | -9.6% |
| 5Y | +42.1% | +179.0% | -136.8% | -10.8% |
| 10Y | +220.9% | +1,002.5% | -781.6% | +3.9% |
| All | +2,316.3% | +1,669.3% | +647.0% | +453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling