+367.9%
INSM vs WSM
+175.3%
+192.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -2.2% | -7.7% | +5.5% | -0.6% |
| 3M | +33.8% | +3.8% | +30.0% | +32.3% |
| 6M | -7.2% | +22.7% | -29.8% | -11.3% |
| YTD | -25.6% | +28.0% | -53.7% | -29.8% |
| 1Y | -11.2% | +12.7% | -24.0% | -14.3% |
| 3Y | +388.3% | +231.3% | +157.1% | +228.2% |
| All | +367.9% | +175.3% | +192.6% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling