+991.6%
WDC vs ICE
+39.3%
+952.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +7.5% | -0.9% | +8.3% | +7.6% |
| 30D | +10.1% | +4.0% | +6.1% | +8.5% |
| 3M | -6.8% | +11.0% | -17.8% | -10.5% |
| 6M | +84.1% | -5.0% | +89.1% | +88.5% |
| YTD | +180.3% | -2.7% | +183.0% | +180.9% |
| 1Y | +411.1% | -8.6% | +419.7% | +428.8% |
| 3Y | +1,375.0% | +41.4% | +1,333.6% | +1,058.0% |
| 5Y | +991.6% | +39.9% | +951.7% | +716.8% |
| All | +991.6% | +39.3% | +952.2% | +716.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling