+328.7%
WM vs INSM
+803.5%
-474.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.1% |
| 7D | -0.5% | +6.2% | -6.7% | -0.6% |
| 30D | +13.3% | +15.4% | -2.1% | +12.9% |
| 3M | +4.4% | -11.4% | +15.8% | +4.6% |
| 6M | +10.8% | +14.6% | -3.7% | +10.2% |
| YTD | +9.1% | -33.3% | +42.4% | +9.7% |
| 1Y | +19.1% | -38.8% | +57.9% | +20.0% |
| 3Y | +45.7% | +395.7% | -350.1% | +37.5% |
| 5Y | +60.4% | +258.9% | -198.4% | +51.7% |
| 10Y | +328.7% | +754.3% | -425.6% | +297.8% |
| All | +328.7% | +803.5% | -474.8% | +297.8% |
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