+264.9%
ICE vs WST
+456.5%
-191.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +3.6% | +4.2% | -0.6% | +2.8% |
| 30D | +15.1% | +11.2% | +3.9% | +12.8% |
| 3M | +15.4% | +20.4% | -5.0% | +11.3% |
| 6M | +16.1% | +37.9% | -21.8% | +8.9% |
| YTD | +11.4% | +51.8% | -40.4% | +2.0% |
| 1Y | +18.5% | +56.6% | -38.2% | +7.8% |
| 3Y | +70.5% | +24.2% | +46.3% | +53.3% |
| 5Y | +40.9% | +0.7% | +40.3% | +31.6% |
| All | +264.9% | +456.5% | -191.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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