-30.6%
WDAY vs INCY
+69.3%
-99.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -5.2% | -4.2% | -1.0% | -4.2% |
| 30D | +5.9% | +0.6% | +5.4% | +5.7% |
| 3M | +42.3% | +12.6% | +29.6% | +38.4% |
| 6M | +34.7% | +28.3% | +6.4% | +26.6% |
| YTD | -13.5% | +23.0% | -36.5% | -18.2% |
| 1Y | -18.1% | +41.0% | -59.0% | -25.8% |
| 3Y | -26.4% | +88.6% | -115.0% | -40.4% |
| All | -30.6% | +69.3% | -99.9% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling