-11.2%
INSM vs WAB
+49.7%
-60.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | -2.2% | -4.1% | +1.9% | -0.9% |
| 3M | +33.8% | +8.2% | +25.6% | +28.4% |
| 6M | -7.2% | +15.4% | -22.6% | -12.5% |
| YTD | -25.6% | +33.1% | -58.8% | -30.1% |
| 1Y | -11.2% | +48.1% | -59.3% | -17.5% |
| All | -11.2% | +49.7% | -60.9% | -17.5% |
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