+302.9%
WM vs INCY
+51.3%
+251.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -4.3% | +3.2% | -7.5% | -4.7% |
| 3M | +0.8% | +23.6% | -22.9% | -1.8% |
| 6M | -10.8% | +29.7% | -40.4% | -13.6% |
| YTD | -0.1% | +25.9% | -26.0% | -3.1% |
| 1Y | +1.0% | +43.7% | -42.7% | -3.8% |
| 3Y | +45.1% | +94.4% | -49.3% | +31.7% |
| 5Y | +52.1% | +68.0% | -15.9% | +39.5% |
| 10Y | +302.9% | +52.5% | +250.4% | +244.6% |
| All | +302.9% | +51.3% | +251.6% | +244.6% |
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