+68.6%
WDAY vs INSM
+3.1%
+65.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +3.4% |
| 7D | +1.8% | +5.9% | -4.1% | +2.6% |
| 30D | +4.1% | +23.9% | -19.8% | +7.3% |
| 3M | -4.8% | -4.1% | -0.8% | -4.7% |
| 6M | +68.6% | +2.7% | +65.9% | +66.8% |
| All | +68.6% | +3.1% | +65.5% | +66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling