+49.7%
INCY vs WWD
+498.2%
-448.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.7% |
| 7D | -4.2% | -2.6% | -1.6% | -3.7% |
| 30D | +0.6% | -6.9% | +7.5% | +1.8% |
| 3M | +12.6% | -13.0% | +25.7% | +15.1% |
| 6M | +28.3% | -12.5% | +40.8% | +30.6% |
| YTD | +23.0% | +11.8% | +11.1% | +19.3% |
| 1Y | +41.0% | +41.1% | -0.1% | +30.5% |
| 3Y | +88.6% | +163.1% | -74.5% | +53.2% |
| 5Y | +70.8% | +187.6% | -116.8% | +34.0% |
| All | +49.7% | +498.2% | -448.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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