-11.4%
INSM vs WAB
+48.2%
-59.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +6.5% | -3.2% | +9.7% | +7.6% |
| 30D | +27.5% | -4.4% | +32.0% | +29.2% |
| 3M | +20.4% | +7.9% | +12.5% | +16.0% |
| 6M | -15.7% | +8.7% | -24.4% | -19.5% |
| YTD | -27.4% | +33.0% | -60.4% | -31.5% |
| 1Y | -11.4% | +46.7% | -58.0% | -17.4% |
| All | -11.4% | +48.2% | -59.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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