+282.6%
WDAY vs INSM
+1,848.4%
-1,565.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.8% |
| 7D | -6.1% | +2.8% | -8.9% | -6.3% |
| 30D | +3.7% | -4.7% | +8.4% | +4.0% |
| 3M | +29.6% | +32.6% | -3.0% | +25.1% |
| 6M | +23.3% | -10.9% | +34.2% | +22.6% |
| YTD | -13.3% | -28.2% | +15.0% | -12.0% |
| 1Y | -19.6% | -14.9% | -4.8% | -20.3% |
| 3Y | -25.7% | +375.6% | -401.3% | -42.4% |
| 5Y | -31.6% | +349.1% | -380.6% | -47.8% |
| 10Y | +109.9% | +796.6% | -686.6% | +37.8% |
| All | +282.6% | +1,848.4% | -1,565.8% | +144.8% |
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 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