+1,188.5%
WDC vs INSM
+884.9%
+303.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | -4.3% | +2.5% | -6.8% | -4.6% |
| 30D | -1.5% | -2.2% | +0.7% | -1.4% |
| 3M | -15.5% | +33.8% | -49.3% | -19.0% |
| 6M | +66.5% | -7.2% | +73.6% | +65.2% |
| YTD | +159.9% | -25.6% | +185.5% | +163.6% |
| 1Y | +366.0% | -11.2% | +377.2% | +361.2% |
| 3Y | +1,285.8% | +388.3% | +897.5% | +968.7% |
| 5Y | +925.6% | +376.6% | +548.9% | +669.8% |
| All | +1,188.5% | +884.9% | +303.7% | +830.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling