+833.7%
INSM vs WAT
+170.9%
+662.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | +2.5% | -0.3% | +2.7% | +2.6% |
| 30D | -2.2% | -1.9% | -0.3% | -1.3% |
| 3M | +33.8% | +13.5% | +20.3% | +25.8% |
| 6M | -7.2% | +37.2% | -44.4% | -21.2% |
| YTD | -25.6% | +7.5% | -33.1% | -29.7% |
| 1Y | -11.2% | +35.0% | -46.2% | -25.7% |
| 3Y | +388.3% | +55.1% | +333.3% | +241.6% |
| 5Y | +376.6% | -2.8% | +379.5% | +341.1% |
| All | +833.7% | +170.9% | +662.7% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling