+368.8%
INSM vs WAB
+220.1%
+148.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -4.0% | -5.9% | +1.9% | -1.4% |
| 3M | +38.5% | +9.4% | +29.2% | +31.3% |
| 6M | -11.5% | +13.8% | -25.4% | -17.6% |
| YTD | -26.9% | +31.8% | -58.6% | -36.6% |
| 1Y | -12.8% | +48.5% | -61.3% | -29.0% |
| 3Y | +384.7% | +167.0% | +217.7% | +168.7% |
| 5Y | +368.8% | +222.3% | +146.5% | +125.2% |
| All | +368.8% | +220.1% | +148.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling