+11.4%
WBD vs ICE
+220.6%
-209.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -0.7% | -2.4% | +1.7% | +0.3% |
| 30D | +1.4% | +4.0% | -2.6% | -0.4% |
| 3M | +4.4% | +13.7% | -9.3% | -1.9% |
| 6M | +0.8% | +0.9% | -0.1% | -0.4% |
| YTD | -2.7% | -2.1% | -0.6% | -3.3% |
| 1Y | +73.4% | -9.5% | +82.9% | +78.5% |
| 3Y | +142.1% | +42.1% | +100.1% | +101.6% |
| 5Y | +7.2% | +41.4% | -34.2% | -11.9% |
| All | +11.4% | +220.6% | -209.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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