+480.1%
WULF vs INSM
-20.5%
+500.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.7% |
| 7D | -0.6% | +0.5% | -1.0% | -0.6% |
| 30D | -3.6% | -4.0% | +0.3% | -3.5% |
| 3M | -30.4% | +38.5% | -68.9% | -31.8% |
| 6M | +12.5% | -11.5% | +24.0% | +12.6% |
| YTD | +40.5% | -26.9% | +67.3% | +41.9% |
| 1Y | +53.0% | -12.8% | +65.8% | +53.1% |
| 3Y | +796.7% | +384.7% | +412.0% | +725.3% |
| 5Y | -30.9% | +368.8% | -399.7% | -36.7% |
| 10Y | +76.1% | +865.7% | -789.6% | +55.0% |
| All | +480.1% | -20.5% | +500.5% | +351.8% |
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