+6,421.1%
INCY vs WST
+10,749.9%
-4,328.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -0.5% | +1.1% | -1.5% | -0.9% |
| 30D | +9.8% | +12.4% | -2.6% | +3.9% |
| 3M | +1.0% | +17.6% | -16.6% | -6.6% |
| 6M | +21.9% | +28.3% | -6.4% | +7.8% |
| YTD | +23.8% | +50.5% | -26.7% | +0.3% |
| 1Y | +13.0% | +49.4% | -36.3% | -8.2% |
| 3Y | +133.2% | +21.9% | +111.3% | +77.4% |
| 5Y | +87.8% | +0.4% | +87.4% | +47.0% |
| 10Y | +17.0% | +451.5% | -434.5% | -71.9% |
| All | +6,421.1% | +10,749.9% | -4,328.9% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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