-13.2%
WDAY vs INCY
+132.2%
-145.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +4.1% | +8.4% | -4.4% | +2.6% |
| 3M | -4.8% | +0.4% | -5.2% | -5.0% |
| 6M | +68.6% | +22.4% | +46.2% | +64.3% |
| YTD | -8.5% | +22.5% | -31.0% | -11.1% |
| 1Y | -12.1% | +14.8% | -26.9% | -13.8% |
| 3Y | -13.2% | +127.7% | -140.9% | -24.3% |
| All | -13.2% | +132.2% | -145.4% | -24.3% |
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