+282.1%
WDAY vs INCY
+636.9%
-354.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -7.4% | -2.2% | -5.2% | -6.8% |
| 30D | +1.0% | +3.7% | -2.7% | 0.0% |
| 3M | +32.7% | +22.1% | +10.6% | +26.0% |
| 6M | +25.6% | +29.8% | -4.2% | +16.9% |
| YTD | -13.4% | +27.6% | -41.0% | -19.3% |
| 1Y | -19.4% | +47.2% | -66.6% | -28.1% |
| 3Y | -25.8% | +97.0% | -122.7% | -40.3% |
| 5Y | -31.1% | +73.4% | -104.4% | -43.0% |
| 10Y | +113.3% | +59.2% | +54.1% | +71.2% |
| All | +282.1% | +636.9% | -354.8% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling