+2,551.3%
ICE vs WST
+3,778.5%
-1,227.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +3.2% | +1.4% | +1.7% | +2.6% |
| 30D | +12.9% | +12.8% | +0.1% | +8.2% |
| 3M | +17.5% | +17.2% | +0.3% | +11.0% |
| 6M | +14.0% | +26.7% | -12.8% | +4.3% |
| YTD | +10.0% | +50.4% | -40.4% | -6.2% |
| 1Y | +19.5% | +50.3% | -30.8% | +1.8% |
| 3Y | +66.8% | +21.8% | +45.0% | +36.7% |
| 5Y | +40.3% | +2.1% | +38.2% | +19.1% |
| 10Y | +249.7% | +451.4% | -201.7% | +14.8% |
| All | +2,551.3% | +3,778.5% | -1,227.2% | +196.7% |
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