+3,677.1%
WDC vs ICE
+2,568.3%
+1,108.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -16.7% | +3.2% | -19.9% | -17.7% |
| 30D | -27.2% | +12.9% | -40.1% | -30.8% |
| 3M | -34.0% | +17.5% | -51.5% | -38.3% |
| 6M | -39.7% | +14.0% | -53.7% | -43.7% |
| YTD | +68.1% | +10.0% | +58.0% | +57.7% |
| 1Y | +66.3% | +19.5% | +46.8% | +51.1% |
| 3Y | +754.4% | +66.8% | +687.7% | +579.9% |
| 5Y | +595.8% | +40.3% | +555.4% | +488.5% |
| 10Y | +660.4% | +249.7% | +410.7% | +369.0% |
| All | +3,677.1% | +2,568.3% | +1,108.8% | +1,413.5% |
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