+23.7%
WMB vs ICE
+21.0%
+2.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.3% | -8.7% | -6.0% |
| 7D | -8.6% | +12.2% | -20.8% | -7.5% |
| 30D | -4.2% | +15.0% | -19.1% | -2.7% |
| 3M | -4.4% | +17.6% | -22.0% | -2.9% |
| 6M | -8.7% | +12.6% | -21.3% | -7.3% |
| YTD | +15.4% | +9.1% | +6.3% | +14.5% |
| 1Y | +23.7% | +20.6% | +3.1% | +18.5% |
| All | +23.7% | +21.0% | +2.7% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling