+1,850.4%
WM vs INSM
-21.1%
+1,871.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +6.5% | -6.8% | -0.5% |
| 30D | -2.4% | +27.5% | -29.9% | -3.2% |
| 3M | +0.4% | +20.4% | -19.9% | -0.3% |
| 6M | -9.5% | -15.7% | +6.3% | -9.4% |
| YTD | +0.5% | -27.4% | +27.9% | +1.0% |
| 1Y | -1.1% | -11.4% | +10.3% | -1.3% |
| 3Y | +46.0% | +457.8% | -411.8% | +35.5% |
| 5Y | +51.8% | +343.0% | -291.2% | +40.8% |
| 10Y | +307.5% | +848.1% | -540.6% | +255.7% |
| All | +1,850.4% | -21.1% | +1,871.4% | +1,448.6% |
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 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