+2,551.3%
ICE vs WWD
+2,939.2%
-387.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +3.2% | +0.4% | +2.7% | +2.8% |
| 30D | +12.9% | -0.4% | +13.3% | +12.5% |
| 3M | +17.5% | -6.1% | +23.6% | +19.4% |
| 6M | +14.0% | -9.5% | +23.5% | +15.9% |
| YTD | +10.0% | +10.8% | -0.8% | +1.2% |
| 1Y | +19.5% | +23.5% | -4.0% | +4.7% |
| 3Y | +66.8% | +151.3% | -84.5% | +5.4% |
| 5Y | +40.3% | +187.8% | -147.5% | -19.0% |
| 10Y | +249.7% | +461.1% | -211.4% | +27.6% |
| All | +2,551.3% | +2,939.2% | -387.9% | +256.4% |
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