+2,013.5%
WM vs INSM
-28.5%
+2,042.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -2.2% |
| 7D | +1.2% | +1.6% | -0.4% | +1.1% |
| 30D | +13.1% | +12.5% | +0.6% | +12.6% |
| 3M | +3.6% | -13.7% | +17.3% | +4.0% |
| 6M | +8.1% | -16.5% | +24.6% | +8.2% |
| YTD | +8.9% | -34.3% | +43.2% | +9.7% |
| 1Y | +20.3% | -38.4% | +58.7% | +21.4% |
| 3Y | +46.2% | +379.9% | -333.7% | +36.3% |
| 5Y | +59.9% | +242.2% | -182.3% | +49.5% |
| 10Y | +345.6% | +920.6% | -575.0% | +288.0% |
| All | +2,013.5% | -28.5% | +2,042.0% | +1,581.8% |
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 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