+6,534.7%
INCY vs WSM
+22,571.8%
-16,037.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | +3.2% | -9.5% | +12.7% | +5.6% |
| 3M | +23.6% | +12.9% | +10.7% | +19.9% |
| 6M | +29.7% | +23.0% | +6.6% | +23.0% |
| YTD | +25.9% | +28.9% | -3.0% | +17.9% |
| 1Y | +43.7% | +13.7% | +30.0% | +38.1% |
| 3Y | +94.4% | +232.6% | -138.2% | +36.6% |
| 5Y | +68.0% | +185.9% | -117.9% | +16.6% |
| 10Y | +52.5% | +998.6% | -946.1% | -33.0% |
| All | +6,534.7% | +22,571.8% | -16,037.1% | +1,269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling