-26.2%
WDAY vs INCY
+96.8%
-123.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -7.4% | -2.2% | -5.2% | -7.1% |
| 30D | +1.0% | +3.7% | -2.7% | +0.4% |
| 3M | +32.7% | +22.1% | +10.6% | +29.4% |
| 6M | +25.6% | +29.8% | -4.2% | +21.4% |
| YTD | -13.4% | +27.6% | -41.0% | -16.2% |
| 1Y | -19.4% | +47.2% | -66.6% | -24.0% |
| All | -26.2% | +96.8% | -123.0% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling