+833.7%
INSM vs WU
-39.1%
+872.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +2.5% | -3.5% | +6.0% | +3.5% |
| 30D | -2.2% | -2.9% | +0.8% | -1.5% |
| 3M | +33.8% | -2.3% | +36.1% | +32.6% |
| 6M | -7.2% | -25.4% | +18.2% | +0.2% |
| YTD | -25.6% | -21.2% | -4.4% | -21.7% |
| 1Y | -11.2% | -8.9% | -2.4% | -12.0% |
| 3Y | +388.3% | -29.0% | +417.3% | +414.4% |
| 5Y | +376.6% | -50.7% | +427.4% | +473.6% |
| All | +833.7% | -39.1% | +872.8% | +900.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling