+2.5%
WFC vs INSM
-40.6%
+43.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.0% |
| 7D | +4.5% | +13.4% | -8.9% | +3.9% |
| 30D | +7.4% | +5.9% | +1.4% | +7.0% |
| 3M | -0.5% | +11.4% | -11.9% | -1.2% |
| 6M | +11.7% | -21.4% | +33.1% | +13.6% |
| YTD | -4.6% | -36.8% | +32.1% | -0.9% |
| 1Y | +2.5% | -39.8% | +42.3% | +5.9% |
| All | +2.5% | -40.6% | +43.2% | +5.9% |
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 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