-26.2%
WDAY vs INSM
+390.5%
-416.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.1% |
| 7D | -7.4% | +1.7% | -9.1% | -7.4% |
| 30D | +1.0% | -4.4% | +5.4% | +1.0% |
| 3M | +32.7% | +30.0% | +2.6% | +33.1% |
| 6M | +25.6% | -10.0% | +35.6% | +25.9% |
| YTD | -13.4% | -26.0% | +12.6% | -13.0% |
| 1Y | -19.4% | -12.5% | -6.9% | -19.2% |
| All | -26.2% | +390.5% | -416.7% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling