+45.3%
ICE vs WST
-15.4%
+60.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | +7.6% | -3.1% | +10.8% | +7.8% |
| 3M | +13.9% | +7.2% | +6.7% | +13.3% |
| 6M | -2.4% | +36.8% | -39.2% | -4.5% |
| YTD | +0.3% | +23.8% | -23.6% | -1.4% |
| 1Y | -6.4% | +37.8% | -44.2% | -8.6% |
| All | +45.3% | -15.4% | +60.7% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling