+854.1%
INSM vs WU
-22.3%
+876.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +1.7% | -4.9% | +6.6% | +3.2% |
| 30D | -4.4% | -1.3% | -3.1% | -4.3% |
| 3M | +30.0% | -3.6% | +33.6% | +29.6% |
| 6M | -10.0% | -24.3% | +14.3% | -3.6% |
| YTD | -26.0% | -21.1% | -4.9% | -22.2% |
| 1Y | -12.5% | -10.3% | -2.2% | -12.4% |
| 3Y | +390.5% | -28.4% | +418.8% | +415.5% |
| 5Y | +357.7% | -51.2% | +408.9% | +434.7% |
| 10Y | +877.2% | -39.6% | +916.9% | +951.0% |
| All | +854.1% | -22.3% | +876.4% | +843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling