-23.5%
INSM vs WAT
+761.9%
-785.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +6.5% | -1.3% | +7.8% | +7.0% |
| 30D | +27.5% | +2.3% | +25.2% | +26.6% |
| 3M | +20.4% | +8.7% | +11.6% | +17.1% |
| 6M | -15.7% | +28.3% | -44.1% | -23.0% |
| YTD | -27.4% | +7.8% | -35.2% | -30.2% |
| 1Y | -11.4% | +36.6% | -48.0% | -21.5% |
| 3Y | +457.8% | +45.7% | +412.1% | +364.7% |
| 5Y | +343.0% | -3.3% | +346.3% | +319.1% |
| 10Y | +848.1% | +162.1% | +686.0% | +558.5% |
| All | -23.5% | +761.9% | -785.3% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling