+380.3%
INSM vs WCN
+18.2%
+362.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.5% | -4.4% | +4.9% | +1.0% |
| 30D | -4.0% | -4.4% | +0.5% | -3.5% |
| 3M | +38.5% | +0.5% | +38.1% | +38.7% |
| 6M | -11.5% | -3.3% | -8.3% | -11.3% |
| YTD | -26.9% | -8.5% | -18.4% | -26.6% |
| 1Y | -12.8% | -8.9% | -3.9% | -12.7% |
| All | +380.3% | +18.2% | +362.1% | +388.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling