+113.2%
WDC vs INSM
-40.6%
+153.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.3% | -12.1% | -6.4% |
| 7D | -18.3% | +13.4% | -31.7% | -17.6% |
| 30D | -26.7% | +5.9% | -32.6% | -26.3% |
| 3M | -40.9% | +11.4% | -52.3% | -40.3% |
| 6M | -26.8% | -21.4% | -5.3% | -23.3% |
| YTD | +88.2% | -36.8% | +125.0% | +97.1% |
| 1Y | +113.2% | -39.8% | +153.0% | +95.6% |
| All | +113.2% | -40.6% | +153.8% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling