+130.7%
WFC vs ICE
+41.9%
+88.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.5% |
| 7D | +1.1% | -1.2% | +2.2% | +1.4% |
| 30D | +0.8% | +5.0% | -4.1% | -1.1% |
| 3M | +9.3% | +13.9% | -4.6% | +3.6% |
| 6M | +10.6% | -4.4% | +15.0% | +12.6% |
| YTD | -4.1% | -1.9% | -2.2% | -4.1% |
| 1Y | +13.6% | -8.1% | +21.7% | +17.3% |
| 3Y | +130.7% | +42.5% | +88.2% | +89.1% |
| All | +130.7% | +41.9% | +88.8% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling