+553.7%
WDC vs ICE
+40.6%
+513.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -16.7% | +3.2% | -19.9% | -17.4% |
| 30D | -27.2% | +12.9% | -40.1% | -29.8% |
| 3M | -34.0% | +17.5% | -51.5% | -37.3% |
| 6M | -39.7% | +14.0% | -53.7% | -41.9% |
| YTD | +68.1% | +10.0% | +58.0% | +62.3% |
| 1Y | +66.3% | +19.5% | +46.8% | +53.2% |
| 3Y | +754.4% | +66.8% | +687.7% | +518.9% |
| All | +553.7% | +40.6% | +513.1% | +394.1% |
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