+48.3%
INCY vs WSM
+19.9%
+28.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | +1.9% | -3.3% | +5.2% | +2.7% |
| 30D | +5.8% | -8.4% | +14.2% | +8.0% |
| 3M | +25.2% | +9.7% | +15.5% | +22.4% |
| 6M | +28.2% | +16.7% | +11.5% | +23.1% |
| YTD | +28.3% | +28.7% | -0.4% | +22.1% |
| 1Y | +48.3% | +13.7% | +34.7% | +43.6% |
| All | +48.3% | +19.9% | +28.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling