+330.8%
WM vs INSM
+708.7%
-377.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | +1.2% | +8.6% | -7.4% | +1.0% |
| 30D | +15.2% | +22.0% | -6.7% | +14.6% |
| 3M | +8.3% | -10.7% | +19.1% | +8.6% |
| 6M | +13.1% | +1.8% | +11.4% | +12.8% |
| YTD | +12.5% | -32.2% | +44.7% | +13.1% |
| 1Y | +21.8% | -39.3% | +61.0% | +22.7% |
| 3Y | +48.8% | +397.1% | -348.4% | +40.5% |
| 5Y | +62.1% | +270.6% | -208.5% | +53.1% |
| All | +330.8% | +708.7% | -377.9% | +301.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling