+143.5%
WBD vs ICE
+40.2%
+103.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -5.3% | +4.7% | +1.3% |
| 30D | +4.2% | +3.0% | +1.2% | +3.0% |
| 3M | +7.5% | +11.4% | -3.9% | +3.1% |
| 6M | +1.6% | -2.0% | +3.6% | +2.6% |
| YTD | -2.2% | -3.1% | +1.0% | -1.8% |
| 1Y | +124.9% | -8.4% | +133.3% | +134.1% |
| All | +143.5% | +40.2% | +103.4% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling