+95.6%
INCY vs WCC
+129.2%
-33.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -2.2% | +6.8% | -9.0% | -2.9% |
| 30D | +3.7% | -3.0% | +6.7% | +3.9% |
| 3M | +22.1% | +0.2% | +21.9% | +21.7% |
| 6M | +29.8% | +33.2% | -3.4% | +24.0% |
| YTD | +27.6% | +45.8% | -18.2% | +20.4% |
| 1Y | +47.2% | +68.4% | -21.2% | +36.3% |
| All | +95.6% | +129.2% | -33.6% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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