-30.8%
WDAY vs INSM
+352.6%
-383.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -10.5% | +0.5% | -11.0% | -10.6% |
| 30D | +2.1% | -4.0% | +6.1% | +2.2% |
| 3M | +34.6% | +38.5% | -3.9% | +31.8% |
| 6M | +29.9% | -11.5% | +41.4% | +29.8% |
| YTD | -13.8% | -26.9% | +13.0% | -12.8% |
| 1Y | -18.3% | -12.8% | -5.5% | -18.6% |
| 3Y | -26.2% | +384.7% | -410.8% | -36.7% |
| 5Y | -30.8% | +368.8% | -399.6% | -45.0% |
| All | -30.8% | +352.6% | -383.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling