+112.2%
WDAY vs INSM
+884.9%
-772.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.2% |
| 7D | -5.2% | +2.5% | -7.6% | -5.3% |
| 30D | +5.9% | -2.2% | +8.1% | +6.0% |
| 3M | +42.3% | +33.8% | +8.5% | +37.8% |
| 6M | +34.7% | -7.2% | +41.9% | +33.6% |
| YTD | -13.5% | -25.6% | +12.1% | -12.6% |
| 1Y | -18.1% | -11.2% | -6.8% | -18.9% |
| 3Y | -26.4% | +388.3% | -414.7% | -42.0% |
| 5Y | -30.6% | +376.6% | -407.2% | -46.5% |
| All | +112.2% | +884.9% | -772.7% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling