+112.2%
WDAY vs INCY
+54.2%
+58.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -5.2% | -4.2% | -1.0% | -4.0% |
| 30D | +5.9% | +0.6% | +5.4% | +5.7% |
| 3M | +42.3% | +12.6% | +29.6% | +37.4% |
| 6M | +34.7% | +28.3% | +6.4% | +24.6% |
| YTD | -13.5% | +23.0% | -36.5% | -19.4% |
| 1Y | -18.1% | +41.0% | -59.0% | -27.2% |
| 3Y | -26.4% | +88.6% | -115.0% | -42.1% |
| 5Y | -30.6% | +70.8% | -101.4% | -44.1% |
| All | +112.2% | +54.2% | +58.0% | +71.6% |
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