+508.3%
WMB vs INSM
-21.1%
+529.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +6.5% | -6.0% | +0.1% |
| 30D | +3.3% | +27.5% | -24.3% | +1.0% |
| 3M | +3.1% | +20.4% | -17.2% | +1.2% |
| 6M | -0.7% | -15.7% | +15.0% | -0.4% |
| YTD | +25.2% | -27.4% | +52.6% | +26.8% |
| 1Y | +32.9% | -11.4% | +44.3% | +32.2% |
| 3Y | +140.6% | +457.8% | -317.3% | +99.1% |
| 5Y | +273.5% | +343.0% | -69.5% | +208.9% |
| 10Y | +334.2% | +848.1% | -513.9% | +214.3% |
| All | +508.3% | -21.1% | +529.4% | +245.3% |
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