+833.7%
INSM vs WCC
+541.6%
+292.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +0.5% |
| 7D | +2.5% | +1.5% | +0.9% | +1.9% |
| 30D | -2.2% | -2.1% | 0.0% | -1.7% |
| 3M | +33.8% | +3.8% | +30.0% | +30.7% |
| 6M | -7.2% | +35.0% | -42.1% | -17.0% |
| YTD | -25.6% | +46.4% | -72.0% | -35.8% |
| 1Y | -11.2% | +63.0% | -74.2% | -26.1% |
| 3Y | +388.3% | +133.9% | +254.4% | +232.3% |
| 5Y | +376.6% | +226.5% | +150.1% | +166.1% |
| All | +833.7% | +541.6% | +292.1% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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