+48.7%
WM vs INSM
+416.0%
-367.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | +3.2% | +5.9% | -2.7% | +3.2% |
| 30D | +13.0% | +23.9% | -10.9% | +12.8% |
| 3M | +9.2% | -4.1% | +13.3% | +9.2% |
| 6M | +13.6% | +2.7% | +11.0% | +13.5% |
| YTD | +12.4% | -30.4% | +42.8% | +12.3% |
| 1Y | +21.2% | -36.6% | +57.8% | +21.2% |
| 3Y | +48.7% | +406.9% | -358.3% | +49.4% |
| All | +48.7% | +416.0% | -367.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling