+916.1%
WDC vs INSM
+375.8%
+540.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | -1.5% | -2.2% | +0.7% | -1.4% |
| 3M | -15.5% | +33.8% | -49.3% | -17.8% |
| 6M | +66.5% | -7.2% | +73.6% | +66.3% |
| YTD | +159.9% | -25.6% | +185.5% | +163.8% |
| 1Y | +366.0% | -11.2% | +377.2% | +364.0% |
| 3Y | +1,285.8% | +388.3% | +897.5% | +1,080.8% |
| All | +916.1% | +375.8% | +540.3% | +709.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling