+470.9%
WMB vs INSM
-24.3%
+495.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | +7.8% | +5.9% | +1.9% | +7.4% |
| 30D | -5.1% | +23.9% | -29.0% | -6.7% |
| 3M | -4.7% | -4.1% | -0.6% | -4.7% |
| 6M | -7.4% | +2.7% | -10.1% | -8.3% |
| YTD | +17.5% | -30.4% | +47.9% | +19.1% |
| 1Y | +19.5% | -36.6% | +56.0% | +21.8% |
| 3Y | +121.3% | +406.9% | -285.7% | +84.5% |
| 5Y | +200.5% | +280.3% | -79.8% | +151.4% |
| 10Y | +281.9% | +738.5% | -456.6% | +178.9% |
| All | +470.9% | -24.3% | +495.2% | +224.4% |
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 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