+297.5%
WBD vs INSM
+1,198.8%
-901.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +4.2% | -4.0% | +8.2% | +4.4% |
| 3M | +7.5% | +38.5% | -31.0% | +4.4% |
| 6M | +1.6% | -11.5% | +13.1% | +1.5% |
| YTD | -2.2% | -26.9% | +24.7% | -0.9% |
| 1Y | +124.9% | -12.8% | +137.7% | +123.9% |
| 3Y | +149.1% | +384.7% | -235.6% | +109.6% |
| 5Y | +7.8% | +368.8% | -361.0% | -10.3% |
| 10Y | +14.9% | +865.7% | -850.8% | -15.5% |
| All | +297.5% | +1,198.8% | -901.3% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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