+833.7%
INSM vs NWSA
+149.4%
+684.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -2.8% | +5.3% | +3.8% |
| 30D | -2.2% | +3.0% | -5.2% | -3.7% |
| 3M | +33.8% | +12.3% | +21.5% | +26.3% |
| 6M | -7.2% | +21.9% | -29.0% | -16.5% |
| YTD | -25.6% | +13.6% | -39.2% | -31.2% |
| 1Y | -11.2% | +0.5% | -11.7% | -13.4% |
| 3Y | +388.3% | +43.8% | +344.6% | +291.5% |
| 5Y | +376.6% | +41.2% | +335.5% | +274.5% |
| All | +833.7% | +149.4% | +684.3% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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