+210.5%
ICE vs WWD
+490.2%
-279.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | -5.3% | -2.9% | -2.5% | -4.8% |
| 30D | +3.0% | -6.6% | +9.6% | +4.4% |
| 3M | +11.4% | -9.3% | +20.8% | +13.0% |
| 6M | -2.0% | -13.6% | +11.6% | -0.2% |
| YTD | -3.1% | +10.4% | -13.5% | -7.3% |
| 1Y | -8.4% | +39.9% | -48.3% | -17.6% |
| 3Y | +40.7% | +165.0% | -124.3% | +6.0% |
| 5Y | +40.0% | +183.8% | -143.8% | +1.4% |
| All | +210.5% | +490.2% | -279.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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