+417.4%
WDC vs INSM
-11.6%
+429.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.8% |
| 7D | +1.7% | +6.5% | -4.8% | +2.1% |
| 30D | -10.0% | +27.5% | -37.5% | -8.6% |
| 3M | -18.8% | +20.4% | -39.1% | -16.9% |
| 6M | +79.0% | -15.7% | +94.8% | +86.6% |
| YTD | +171.6% | -27.4% | +199.0% | +182.6% |
| 1Y | +417.4% | -11.4% | +428.8% | +386.0% |
| All | +417.4% | -11.6% | +429.0% | +386.0% |
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 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