+833.7%
INSM vs WCN
+235.9%
+597.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -3.1% | +5.6% | +4.1% |
| 30D | -2.2% | -3.4% | +1.2% | -0.5% |
| 3M | +33.8% | +3.0% | +30.8% | +31.7% |
| 6M | -7.2% | -3.8% | -3.4% | -5.8% |
| YTD | -25.6% | -8.3% | -17.3% | -23.1% |
| 1Y | -11.2% | -9.7% | -1.5% | -7.6% |
| 3Y | +388.3% | +17.2% | +371.2% | +321.5% |
| 5Y | +376.6% | +25.3% | +351.4% | +287.7% |
| All | +833.7% | +235.9% | +597.8% | +472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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