+302.9%
WM vs INSM
+801.7%
-498.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.5% |
| 7D | -0.9% | +2.8% | -3.7% | -1.0% |
| 30D | -4.3% | -4.7% | +0.4% | -4.2% |
| 3M | +0.8% | +32.6% | -31.9% | -0.1% |
| 6M | -10.8% | -10.9% | +0.1% | -10.8% |
| YTD | -0.1% | -28.2% | +28.2% | +0.4% |
| 1Y | +1.0% | -14.9% | +15.9% | +1.0% |
| 3Y | +45.1% | +375.6% | -330.5% | +37.1% |
| 5Y | +52.1% | +349.1% | -297.0% | +42.6% |
| 10Y | +302.9% | +796.6% | -493.6% | +269.8% |
| All | +302.9% | +801.7% | -498.8% | +269.8% |
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