-24.3%
INSM vs WAB
+5,391.7%
-5,416.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | -4.7% | -2.4% | -2.3% | -4.0% |
| 3M | +32.6% | +9.7% | +22.9% | +28.1% |
| 6M | -10.9% | +16.5% | -27.4% | -15.6% |
| YTD | -28.2% | +33.7% | -62.0% | -35.1% |
| 1Y | -14.9% | +49.7% | -64.5% | -26.0% |
| 3Y | +375.6% | +170.9% | +204.7% | +236.6% |
| 5Y | +349.1% | +228.0% | +121.0% | +198.5% |
| 10Y | +796.6% | +284.8% | +511.8% | +450.0% |
| All | -24.3% | +5,391.7% | -5,416.0% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling