+952.8%
WMB vs ICE
+2,331.7%
-1,378.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.9% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +3.3% | +7.6% | -4.4% | +0.3% |
| 3M | +3.1% | +13.9% | -10.8% | -2.4% |
| 6M | -0.7% | -2.4% | +1.6% | -0.7% |
| YTD | +25.2% | +0.3% | +24.9% | +23.1% |
| 1Y | +32.9% | -6.4% | +39.3% | +33.9% |
| 3Y | +140.6% | +43.1% | +97.5% | +104.7% |
| 5Y | +273.5% | +42.1% | +231.3% | +214.0% |
| 10Y | +334.2% | +220.9% | +113.3% | +169.9% |
| All | +952.8% | +2,331.7% | -1,378.9% | +271.9% |
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