+609.0%
INCY vs WCN
+6,767.3%
-6,158.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -0.5% | -0.4% | 0.0% | -0.3% |
| 30D | +3.2% | -2.1% | +5.3% | +4.0% |
| 3M | +23.6% | +6.4% | +17.2% | +20.7% |
| 6M | +29.7% | -3.7% | +33.3% | +30.8% |
| YTD | +25.9% | -6.4% | +32.3% | +27.9% |
| 1Y | +43.7% | -7.9% | +51.7% | +46.6% |
| 3Y | +94.4% | +20.8% | +73.6% | +77.6% |
| 5Y | +68.0% | +29.0% | +39.0% | +47.5% |
| 10Y | +52.5% | +236.4% | -183.8% | -8.3% |
| All | +609.0% | +6,767.3% | -6,158.4% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling