-11.2%
INSM vs WAT
+38.4%
-49.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | -2.2% | -1.9% | -0.3% | -1.9% |
| 3M | +33.8% | +13.5% | +20.3% | +31.2% |
| 6M | -7.2% | +37.2% | -44.4% | -11.2% |
| YTD | -25.6% | +7.5% | -33.1% | -27.7% |
| 1Y | -11.2% | +35.0% | -46.2% | -17.0% |
| All | -11.2% | +38.4% | -49.6% | -17.0% |
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