+1,359.8%
WDC vs ICE
+41.9%
+1,317.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.1% |
| 7D | +6.0% | -1.2% | +7.1% | +5.9% |
| 30D | +9.9% | +5.0% | +5.0% | +9.9% |
| 3M | -9.4% | +13.9% | -23.3% | -9.0% |
| 6M | +94.7% | -4.4% | +99.1% | +103.3% |
| YTD | +177.4% | -1.9% | +179.3% | +185.2% |
| 1Y | +412.6% | -8.1% | +420.7% | +447.3% |
| 3Y | +1,359.8% | +42.5% | +1,317.3% | +1,197.0% |
| All | +1,359.8% | +41.9% | +1,317.9% | +1,197.0% |
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