+380.3%
INSM vs WCC
+121.8%
+258.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.7% |
| 7D | +0.5% | +1.7% | -1.2% | +0.2% |
| 30D | -4.0% | -6.1% | +2.1% | -3.1% |
| 3M | +38.5% | +3.1% | +35.4% | +37.1% |
| 6M | -11.5% | +28.2% | -39.8% | -15.3% |
| YTD | -26.9% | +41.1% | -68.0% | -31.2% |
| 1Y | -12.8% | +61.3% | -74.1% | -19.4% |
| All | +380.3% | +121.8% | +258.5% | +288.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling