+49.7%
INCY vs WCN
+235.9%
-186.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -4.2% | -3.1% | -1.1% | -3.2% |
| 30D | +0.6% | -3.4% | +4.0% | +1.7% |
| 3M | +12.6% | +3.0% | +9.7% | +11.5% |
| 6M | +28.3% | -3.8% | +32.1% | +29.4% |
| YTD | +23.0% | -8.3% | +31.3% | +25.7% |
| 1Y | +41.0% | -9.7% | +50.7% | +44.7% |
| 3Y | +88.6% | +17.2% | +71.4% | +74.2% |
| 5Y | +70.8% | +25.3% | +45.5% | +51.0% |
| All | +49.7% | +235.9% | -186.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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