+2,581.9%
WEC vs INCY
+6,534.7%
-3,952.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +0.3% | +3.2% | -2.8% | +0.2% |
| 3M | -2.9% | +23.6% | -26.5% | -3.8% |
| 6M | -5.9% | +29.7% | -35.6% | -7.0% |
| YTD | +4.1% | +25.9% | -21.8% | +3.0% |
| 1Y | +3.1% | +43.7% | -40.6% | +1.3% |
| 3Y | +40.8% | +94.4% | -53.7% | +36.1% |
| 5Y | +31.7% | +68.0% | -36.3% | +27.8% |
| 10Y | +141.1% | +52.5% | +88.6% | +131.7% |
| All | +2,581.9% | +6,534.7% | -3,952.7% | +2,023.9% |
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 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