+418.0%
WFC vs ICE
+2,331.7%
-1,913.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.8% |
| 7D | +3.8% | -0.7% | +4.4% | +4.0% |
| 30D | +1.5% | +7.6% | -6.1% | -2.1% |
| 3M | +10.9% | +13.9% | -3.1% | +3.7% |
| 6M | +8.4% | -2.4% | +10.8% | +8.6% |
| YTD | -1.9% | +0.3% | -2.1% | -3.4% |
| 1Y | +12.3% | -6.4% | +18.8% | +14.1% |
| 3Y | +132.3% | +43.1% | +89.2% | +92.4% |
| 5Y | +130.1% | +42.1% | +88.0% | +88.1% |
| 10Y | +134.4% | +220.9% | -86.5% | +32.4% |
| All | +418.0% | +2,331.7% | -1,913.8% | +69.8% |
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