-39.8%
INSM vs WAT
+32.9%
-72.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +5.0% |
| 7D | +13.4% | -1.9% | +15.4% | +13.8% |
| 30D | +5.9% | +6.2% | -0.3% | +4.8% |
| 3M | +11.4% | +18.1% | -6.7% | +8.2% |
| 6M | -21.4% | +54.9% | -76.3% | -26.6% |
| YTD | -36.8% | +23.1% | -59.9% | -40.4% |
| 1Y | -39.8% | +27.3% | -67.1% | -43.8% |
| All | -39.8% | +32.9% | -72.8% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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