+816.5%
WMB vs ICE
+2,506.4%
-1,690.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -13.8% | +2.0% | -15.8% | -14.6% |
| 30D | -10.3% | +12.9% | -23.2% | -14.6% |
| 3M | -10.1% | +15.4% | -25.5% | -15.2% |
| 6M | -11.8% | +13.1% | -24.9% | -16.7% |
| YTD | +8.9% | +7.5% | +1.5% | +4.0% |
| 1Y | +14.0% | +18.3% | -4.4% | +4.8% |
| 3Y | +100.5% | +65.9% | +34.6% | +60.8% |
| 5Y | +179.5% | +35.2% | +144.3% | +139.1% |
| 10Y | +272.7% | +266.7% | +6.0% | +119.9% |
| All | +816.5% | +2,506.4% | -1,690.0% | +214.1% |
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 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