+313.2%
WMB vs ICE
+215.5%
+97.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | 0.0% | -0.9% | +0.8% | +0.2% |
| 30D | +4.6% | +4.0% | +0.6% | +2.4% |
| 3M | +5.7% | +11.0% | -5.2% | -0.2% |
| 6M | +4.2% | -5.0% | +9.1% | +5.8% |
| YTD | +26.8% | -2.7% | +29.5% | +25.9% |
| 1Y | +34.7% | -8.6% | +43.3% | +37.9% |
| 3Y | +146.8% | +41.4% | +105.4% | +95.7% |
| 5Y | +285.0% | +39.9% | +245.2% | +198.1% |
| 10Y | +313.2% | +214.9% | +98.3% | +114.7% |
| All | +313.2% | +215.5% | +97.7% | +114.7% |
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