-24.3%
INSM vs WEC
+2,204.0%
-2,228.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -4.7% | +0.3% | -5.1% | -5.0% |
| 3M | +32.6% | -2.9% | +35.5% | +33.7% |
| 6M | -10.9% | -5.9% | -5.0% | -9.1% |
| YTD | -28.2% | +4.1% | -32.4% | -29.5% |
| 1Y | -14.9% | +3.1% | -18.0% | -16.3% |
| 3Y | +375.6% | +40.8% | +334.8% | +310.2% |
| 5Y | +349.1% | +31.7% | +317.4% | +290.6% |
| 10Y | +796.6% | +141.1% | +655.5% | +457.4% |
| All | -24.3% | +2,204.0% | -2,228.4% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling