+2,316.3%
ICE vs WWD
+3,049.2%
-732.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -0.7% | +1.3% | -1.9% | -1.1% |
| 30D | +7.6% | -7.2% | +14.8% | +10.5% |
| 3M | +13.9% | -3.8% | +17.8% | +14.1% |
| 6M | -2.4% | -9.9% | +7.6% | -0.8% |
| YTD | +0.3% | +14.8% | -14.6% | -8.4% |
| 1Y | -6.4% | +42.1% | -48.5% | -22.1% |
| 3Y | +43.1% | +170.8% | -127.7% | -11.7% |
| 5Y | +42.1% | +197.5% | -155.4% | -18.7% |
| 10Y | +220.9% | +477.8% | -256.9% | +16.4% |
| All | +2,316.3% | +3,049.2% | -732.9% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling