+406.9%
INSM vs WEC
+64.2%
+342.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | +5.9% | +2.3% | +3.6% | +5.8% |
| 30D | +23.9% | +11.1% | +12.8% | +23.6% |
| 3M | -4.1% | +8.4% | -12.5% | -4.4% |
| 6M | +2.7% | +7.5% | -4.8% | +2.4% |
| YTD | -30.4% | +15.3% | -45.7% | -29.8% |
| 1Y | -36.6% | +9.7% | -46.3% | -36.3% |
| 3Y | +406.9% | +64.7% | +342.3% | +484.1% |
| All | +406.9% | +64.2% | +342.7% | +484.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling