+6,003.3%
WDC vs ICE
+2,331.7%
+3,671.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +6.6% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -10.0% | +7.6% | -17.6% | -12.5% |
| 3M | -18.8% | +13.9% | -32.7% | -23.5% |
| 6M | +79.0% | -2.4% | +81.4% | +77.5% |
| YTD | +171.6% | +0.3% | +171.3% | +165.3% |
| 1Y | +417.4% | -6.4% | +423.8% | +415.6% |
| 3Y | +1,251.8% | +43.1% | +1,208.7% | +1,044.4% |
| 5Y | +911.7% | +42.1% | +869.6% | +755.3% |
| 10Y | +1,399.6% | +220.9% | +1,178.7% | +860.2% |
| All | +6,003.3% | +2,331.7% | +3,671.5% | +2,446.4% |
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