+292.2%
WAB vs INCY
+54.2%
+238.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | +0.1% | -4.2% | +4.3% | +0.8% |
| 30D | -4.1% | +0.6% | -4.6% | -4.2% |
| 3M | +8.2% | +12.6% | -4.5% | +5.8% |
| 6M | +15.4% | +28.3% | -12.9% | +10.3% |
| YTD | +33.1% | +23.0% | +10.2% | +27.9% |
| 1Y | +48.1% | +41.0% | +7.1% | +38.7% |
| 3Y | +167.7% | +88.6% | +79.1% | +134.6% |
| 5Y | +225.7% | +70.8% | +154.9% | +188.7% |
| All | +292.2% | +54.2% | +238.0% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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