-24.3%
INSM vs WAT
+748.2%
-772.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.7% | -1.0% | -3.8% | -4.4% |
| 3M | +32.6% | +10.9% | +21.7% | +28.1% |
| 6M | -10.9% | +33.2% | -44.1% | -19.5% |
| YTD | -28.2% | +6.1% | -34.3% | -30.7% |
| 1Y | -14.9% | +30.2% | -45.1% | -23.4% |
| 3Y | +375.6% | +52.9% | +322.7% | +290.1% |
| 5Y | +349.1% | -5.1% | +354.2% | +327.5% |
| 10Y | +796.6% | +152.6% | +643.9% | +529.2% |
| All | -24.3% | +748.2% | -772.5% | -65.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling