+122.7%
INSM vs WTW
+1,102.0%
-979.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +2.5% | -5.7% | +8.2% | +4.8% |
| 30D | -2.2% | -7.3% | +5.1% | +0.6% |
| 3M | +33.8% | +21.5% | +12.3% | +22.7% |
| 6M | -7.2% | +9.6% | -16.8% | -12.3% |
| YTD | -25.6% | -3.3% | -22.4% | -26.6% |
| 1Y | -11.2% | -6.1% | -5.1% | -11.4% |
| 3Y | +388.3% | +61.8% | +326.5% | +275.7% |
| 5Y | +376.6% | +42.7% | +334.0% | +285.7% |
| 10Y | +881.9% | +197.2% | +684.6% | +483.1% |
| All | +122.7% | +1,102.0% | -979.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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