+306.2%
WBD vs ICE
+2,331.7%
-2,025.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +8.8% | +7.6% | +1.2% | +6.4% |
| 3M | +4.6% | +13.9% | -9.3% | +0.4% |
| 6M | +1.1% | -2.4% | +3.4% | +1.2% |
| YTD | -2.0% | +0.3% | -2.2% | -3.0% |
| 1Y | +140.0% | -6.4% | +146.4% | +142.2% |
| 3Y | +144.4% | +43.1% | +101.3% | +118.1% |
| 5Y | -0.2% | +42.1% | -42.3% | -10.8% |
| 10Y | +9.1% | +220.9% | -211.8% | -23.0% |
| All | +306.2% | +2,331.7% | -2,025.6% | +86.5% |
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 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