+2,870.1%
WEC vs INCY
+6,351.7%
-3,481.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +2.3% | +1.1% | +1.2% | +2.3% |
| 30D | +11.1% | +8.4% | +2.6% | +10.7% |
| 3M | +8.4% | +0.4% | +8.1% | +8.4% |
| 6M | +7.5% | +22.4% | -14.9% | +6.5% |
| YTD | +15.3% | +22.5% | -7.1% | +14.1% |
| 1Y | +9.7% | +14.8% | -5.0% | +8.9% |
| 3Y | +64.7% | +127.7% | -63.1% | +58.2% |
| 5Y | +57.3% | +84.4% | -27.1% | +52.1% |
| 10Y | +195.9% | +15.7% | +180.1% | +187.6% |
| All | +2,870.1% | +6,351.7% | -3,481.7% | +2,254.3% |
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 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