+303.5%
WDAY vs INSM
+1,790.2%
-1,486.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.8% |
| 7D | +1.8% | +5.9% | -4.1% | +1.3% |
| 30D | +4.1% | +23.9% | -19.8% | +1.8% |
| 3M | -4.8% | -4.1% | -0.8% | -4.8% |
| 6M | +68.6% | +2.7% | +65.9% | +66.2% |
| YTD | -8.5% | -30.4% | +21.8% | -7.2% |
| 1Y | -12.1% | -36.6% | +24.5% | -10.2% |
| 3Y | -13.2% | +406.9% | -420.1% | -33.5% |
| 5Y | -33.7% | +280.3% | -314.0% | -48.6% |
| 10Y | +137.4% | +738.5% | -601.0% | +57.2% |
| All | +303.5% | +1,790.2% | -1,486.7% | +158.1% |
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