+99.2%
WMT vs ICE
+40.2%
+59.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.5% | -5.3% | +2.9% | -1.5% |
| 30D | -6.4% | +3.0% | -9.4% | -6.9% |
| 3M | -12.1% | +11.4% | -23.5% | -13.9% |
| 6M | -15.0% | -2.0% | -12.9% | -14.9% |
| YTD | -4.5% | -3.1% | -1.4% | -4.7% |
| 1Y | +6.2% | -8.4% | +14.6% | +7.8% |
| All | +99.2% | +40.2% | +59.0% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling