+1,328.4%
WDC vs INSM
+384.7%
+943.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.4% |
| 7D | +4.4% | +0.5% | +3.9% | +4.4% |
| 30D | +5.3% | -4.0% | +9.3% | +5.4% |
| 3M | -5.9% | +38.5% | -44.4% | -7.2% |
| 6M | +73.2% | -11.5% | +84.8% | +74.1% |
| YTD | +167.8% | -26.9% | +194.7% | +170.9% |
| 1Y | +386.0% | -12.8% | +398.8% | +386.6% |
| All | +1,328.4% | +384.7% | +943.7% | +1,297.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling