-39.8%
INSM vs WAB
+46.5%
-86.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.0% |
| 7D | +13.4% | +4.5% | +8.9% | +12.0% |
| 30D | +5.9% | +1.1% | +4.9% | +5.5% |
| 3M | +11.4% | -1.3% | +12.7% | +11.7% |
| 6M | -21.4% | +12.7% | -34.2% | -25.3% |
| YTD | -36.8% | +38.7% | -75.5% | -40.3% |
| 1Y | -39.8% | +44.9% | -84.8% | -43.2% |
| All | -39.8% | +46.5% | -86.4% | -43.2% |
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