+2,489.8%
ICE vs WST
+3,656.3%
-1,166.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | +2.0% | -3.1% | +5.1% | +3.1% |
| 30D | +12.9% | +9.1% | +3.8% | +9.5% |
| 3M | +15.4% | +14.7% | +0.7% | +9.8% |
| 6M | +13.1% | +28.0% | -14.9% | +3.1% |
| YTD | +7.5% | +45.6% | -38.2% | -7.3% |
| 1Y | +18.3% | +45.7% | -27.3% | +1.8% |
| 3Y | +65.9% | +21.1% | +44.8% | +35.8% |
| 5Y | +35.2% | +0.3% | +34.9% | +15.2% |
| 10Y | +266.7% | +449.0% | -182.3% | +19.9% |
| All | +2,489.8% | +3,656.3% | -1,166.5% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling