-2.4%
ICE vs WWD
-10.6%
+8.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.9% |
| 7D | -0.7% | +1.3% | -1.9% | -0.6% |
| 30D | +7.6% | -7.2% | +14.8% | +6.7% |
| 3M | +13.9% | -3.8% | +17.8% | +12.4% |
| 6M | -2.4% | -9.9% | +7.6% | -3.8% |
| All | -2.4% | -10.6% | +8.3% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling