+5,612.7%
INCY vs WWD
+15,408.5%
-9,795.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.4% |
| 7D | +1.9% | +1.3% | +0.6% | +1.4% |
| 30D | +5.8% | -7.2% | +13.0% | +8.5% |
| 3M | +25.2% | -3.8% | +29.0% | +25.7% |
| 6M | +28.2% | -9.9% | +38.1% | +31.2% |
| YTD | +28.3% | +14.8% | +13.5% | +19.4% |
| 1Y | +48.3% | +42.1% | +6.3% | +26.7% |
| 3Y | +95.9% | +170.8% | -74.9% | +27.6% |
| 5Y | +66.6% | +197.5% | -130.9% | +0.8% |
| 10Y | +54.5% | +477.8% | -423.3% | -38.5% |
| All | +5,612.7% | +15,408.5% | -9,795.9% | +646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling