+345.0%
WBD vs ICE
+2,202.0%
-1,857.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +43.9% | +161.7% | +180.8% |
| 7D | +205.5% | +43.9% | +161.7% | +180.8% |
| 30D | +205.5% | +43.9% | +161.7% | +180.8% |
| 3M | +205.5% | +43.9% | +161.7% | +180.8% |
| 6M | +205.5% | +43.9% | +161.7% | +180.8% |
| YTD | +205.5% | +43.9% | +161.7% | +180.8% |
| 1Y | +205.5% | +43.9% | +161.7% | +180.8% |
| 3Y | +206.7% | +44.0% | +162.7% | +181.8% |
| 5Y | +18.4% | +37.6% | -19.3% | +10.2% |
| 10Y | +11.8% | +222.1% | -210.4% | -18.6% |
| All | +345.0% | +2,202.0% | -1,857.0% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling