+82.7%
WULF vs INSM
+884.9%
-802.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | -2.6% | -2.2% | -0.4% | -2.5% |
| 3M | -34.0% | +33.8% | -67.8% | -36.5% |
| 6M | +10.0% | -7.2% | +17.2% | +9.8% |
| YTD | +45.7% | -25.6% | +71.3% | +48.5% |
| 1Y | +57.3% | -11.2% | +68.6% | +57.1% |
| 3Y | +878.9% | +388.3% | +490.6% | +724.7% |
| 5Y | -28.3% | +376.6% | -405.0% | -40.5% |
| All | +82.7% | +884.9% | -802.2% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling