+142.0%
WEC vs INCY
+54.2%
+87.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -0.6% | -4.2% | +3.6% | -0.3% |
| 30D | -2.6% | +0.6% | -3.2% | -2.7% |
| 3M | -6.0% | +12.6% | -18.7% | -6.9% |
| 6M | -5.4% | +28.3% | -33.7% | -7.2% |
| YTD | +2.5% | +23.0% | -20.5% | +0.8% |
| 1Y | -0.7% | +41.0% | -41.7% | -3.4% |
| 3Y | +38.7% | +88.6% | -49.9% | +31.4% |
| 5Y | +31.7% | +70.8% | -39.1% | +25.0% |
| All | +142.0% | +54.2% | +87.8% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling