+680.7%
WFC vs INSM
-21.9%
+702.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | +1.1% | +2.8% | -1.7% | +0.9% |
| 30D | +0.8% | -4.7% | +5.6% | +1.0% |
| 3M | +9.3% | +32.6% | -23.4% | +7.4% |
| 6M | +10.6% | -10.9% | +21.5% | +10.5% |
| YTD | -4.1% | -28.2% | +24.2% | -3.2% |
| 1Y | +13.6% | -14.9% | +28.4% | +13.5% |
| 3Y | +130.7% | +375.6% | -244.9% | +106.4% |
| 5Y | +126.7% | +349.1% | -222.4% | +101.2% |
| 10Y | +132.1% | +796.6% | -664.4% | +92.2% |
| All | +680.7% | -21.9% | +702.7% | +482.9% |
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 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