+285.0%
WMB vs INSM
+365.8%
-80.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | +4.6% | -4.4% | +9.0% | +4.8% |
| 3M | +5.7% | +30.0% | -24.3% | +4.4% |
| 6M | +4.2% | -10.0% | +14.2% | +4.2% |
| YTD | +26.8% | -26.0% | +52.8% | +27.7% |
| 1Y | +34.7% | -12.5% | +47.2% | +34.5% |
| 3Y | +146.8% | +390.5% | -243.7% | +129.2% |
| 5Y | +285.0% | +357.7% | -72.7% | +251.1% |
| All | +285.0% | +365.8% | -80.8% | +251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling