-24.3%
INSM vs WCN
+4,869.8%
-4,894.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -4.7% | -2.1% | -2.6% | -4.0% |
| 3M | +32.6% | +6.4% | +26.2% | +29.7% |
| 6M | -10.9% | -3.7% | -7.2% | -10.0% |
| YTD | -28.2% | -6.4% | -21.9% | -27.1% |
| 1Y | -14.9% | -7.9% | -6.9% | -13.0% |
| 3Y | +375.6% | +20.8% | +354.8% | +334.7% |
| 5Y | +349.1% | +29.0% | +320.1% | +300.2% |
| 10Y | +796.6% | +236.4% | +560.2% | +486.1% |
| All | -24.3% | +4,869.8% | -4,894.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling