-21.9%
INSM vs WSM
+4,420.3%
-4,442.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | +1.7% | +2.6% | -0.9% | +1.2% |
| 30D | -4.4% | -9.3% | +4.9% | -2.6% |
| 3M | +30.0% | +7.1% | +23.0% | +28.0% |
| 6M | -10.0% | +21.7% | -31.7% | -13.7% |
| YTD | -26.0% | +28.7% | -54.7% | -30.0% |
| 1Y | -12.5% | +13.9% | -26.4% | -15.5% |
| 3Y | +390.5% | +232.2% | +158.3% | +264.0% |
| 5Y | +357.7% | +176.4% | +181.3% | +244.3% |
| 10Y | +877.2% | +1,072.4% | -195.2% | +435.8% |
| All | -21.9% | +4,420.3% | -4,442.3% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling