+1.0%
WM vs INCY
+43.8%
-42.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -4.3% | +3.2% | -7.5% | -4.5% |
| 3M | +0.8% | +23.6% | -22.9% | +0.2% |
| 6M | -10.8% | +29.7% | -40.4% | -11.4% |
| YTD | -0.1% | +25.9% | -26.0% | -0.8% |
| 1Y | +1.0% | +43.7% | -42.7% | -0.3% |
| All | +1.0% | +43.8% | -42.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling