-24.3%
INSM vs WCC
+3,688.4%
-3,712.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.7% |
| 7D | +2.8% | +8.5% | -5.7% | +0.9% |
| 30D | -4.7% | -1.0% | -3.8% | -4.6% |
| 3M | +32.6% | +2.1% | +30.5% | +31.1% |
| 6M | -10.9% | +36.8% | -47.7% | -17.8% |
| YTD | -28.2% | +47.7% | -76.0% | -35.2% |
| 1Y | -14.9% | +66.5% | -81.4% | -25.3% |
| 3Y | +375.6% | +134.2% | +241.4% | +269.5% |
| 5Y | +349.1% | +231.6% | +117.4% | +212.9% |
| 10Y | +796.6% | +508.1% | +288.4% | +409.4% |
| All | -24.3% | +3,688.4% | -3,712.7% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling