+49.7%
INCY vs WSM
+1,071.8%
-1,022.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -4.2% | -0.5% | -3.6% | -4.1% |
| 30D | +0.6% | -7.7% | +8.3% | +1.7% |
| 3M | +12.6% | +3.8% | +8.9% | +11.9% |
| 6M | +28.3% | +22.7% | +5.6% | +24.3% |
| YTD | +23.0% | +28.0% | -5.0% | +18.3% |
| 1Y | +41.0% | +12.7% | +28.2% | +37.8% |
| 3Y | +88.6% | +231.3% | -142.7% | +52.1% |
| 5Y | +70.8% | +177.2% | -106.4% | +37.7% |
| All | +49.7% | +1,071.8% | -1,022.1% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling