+18,229.0%
WDC vs INSM
-21.9%
+18,251.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | +6.0% | +2.8% | +3.2% | +5.7% |
| 30D | +9.9% | -4.7% | +14.7% | +10.3% |
| 3M | -9.4% | +32.6% | -42.0% | -12.6% |
| 6M | +94.7% | -10.9% | +105.6% | +94.0% |
| YTD | +177.4% | -28.2% | +205.6% | +181.2% |
| 1Y | +412.6% | -14.9% | +427.4% | +409.7% |
| 3Y | +1,359.8% | +375.6% | +984.2% | +1,079.7% |
| 5Y | +992.6% | +349.1% | +643.5% | +771.4% |
| 10Y | +1,245.5% | +796.6% | +448.9% | +833.7% |
| All | +18,229.0% | -21.9% | +18,251.0% | +10,128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling