+380.3%
INSM vs WPM
+259.8%
+120.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.2% |
| 7D | +0.5% | -3.6% | +4.1% | +1.5% |
| 30D | -4.0% | +12.5% | -16.5% | -7.4% |
| 3M | +38.5% | +40.6% | -2.1% | +24.7% |
| 6M | -11.5% | +0.5% | -12.1% | -13.1% |
| YTD | -26.9% | +29.0% | -55.9% | -33.8% |
| 1Y | -12.8% | +43.8% | -56.6% | -24.4% |
| All | +380.3% | +259.8% | +120.5% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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