+368.8%
INSM vs WAT
-5.3%
+374.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | -4.0% | -3.2% | -0.8% | -3.1% |
| 3M | +38.5% | +10.6% | +27.9% | +34.4% |
| 6M | -11.5% | +34.0% | -45.6% | -19.3% |
| YTD | -26.9% | +5.7% | -32.6% | -28.8% |
| 1Y | -12.8% | +37.1% | -49.8% | -22.2% |
| 3Y | +384.7% | +52.4% | +332.3% | +284.8% |
| 5Y | +368.8% | -4.4% | +373.2% | +332.0% |
| All | +368.8% | -5.3% | +374.1% | +332.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling