+833.7%
INSM vs WAB
+296.8%
+536.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | -2.2% | -4.1% | +1.9% | -0.2% |
| 3M | +33.8% | +8.2% | +25.6% | +27.1% |
| 6M | -7.2% | +15.4% | -22.6% | -14.6% |
| YTD | -25.6% | +33.1% | -58.8% | -36.6% |
| 1Y | -11.2% | +48.1% | -59.3% | -28.7% |
| 3Y | +388.3% | +167.7% | +220.6% | +176.2% |
| 5Y | +376.6% | +225.7% | +150.9% | +139.0% |
| All | +833.7% | +296.8% | +536.9% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling