+367.9%
INSM vs WWD
+184.1%
+183.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +2.5% | -2.6% | +5.1% | +3.4% |
| 30D | -2.2% | -6.9% | +4.8% | +0.1% |
| 3M | +33.8% | -13.0% | +46.8% | +39.2% |
| 6M | -7.2% | -12.5% | +5.3% | -3.7% |
| YTD | -25.6% | +11.8% | -37.5% | -29.6% |
| 1Y | -11.2% | +41.1% | -52.3% | -23.5% |
| 3Y | +388.3% | +163.1% | +225.3% | +213.0% |
| All | +367.9% | +184.1% | +183.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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