+40.0%
ICE vs WU
-51.6%
+91.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -5.3% | -5.0% | -0.4% | -4.6% |
| 30D | +3.0% | -2.3% | +5.3% | +3.4% |
| 3M | +11.4% | -3.2% | +14.7% | +11.3% |
| 6M | -2.0% | -25.0% | +23.0% | +2.0% |
| YTD | -3.1% | -21.7% | +18.5% | +0.1% |
| 1Y | -8.4% | -9.0% | +0.6% | -8.0% |
| 3Y | +40.7% | -28.9% | +69.6% | +46.3% |
| 5Y | +40.0% | -51.0% | +91.0% | +52.0% |
| All | +40.0% | -51.6% | +91.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling