+142.7%
WFC vs ICE
+217.4%
-74.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.3% | -5.3% | +5.6% | +3.4% |
| 30D | +2.3% | +3.0% | -0.7% | +0.3% |
| 3M | +9.8% | +11.4% | -1.7% | +2.3% |
| 6M | +15.6% | -2.0% | +17.6% | +15.6% |
| YTD | -2.4% | -3.1% | +0.7% | -2.4% |
| 1Y | +13.8% | -8.4% | +22.2% | +17.6% |
| 3Y | +134.6% | +40.7% | +93.9% | +82.8% |
| 5Y | +127.9% | +40.0% | +88.0% | +73.3% |
| All | +142.7% | +217.4% | -74.7% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling