-33.5%
WDAY vs INCY
+83.5%
-117.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +4.1% | +8.4% | -4.4% | +1.8% |
| 3M | -4.8% | +0.4% | -5.2% | -5.1% |
| 6M | +68.6% | +22.4% | +46.2% | +60.0% |
| YTD | -8.5% | +22.5% | -31.0% | -13.8% |
| 1Y | -12.1% | +14.8% | -26.9% | -15.8% |
| 3Y | -13.2% | +127.7% | -140.9% | -37.3% |
| All | -33.5% | +83.5% | -117.0% | -48.1% |
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 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