-26.6%
INSM vs WEC
+2,451.6%
-2,478.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +5.9% | +2.3% | +3.6% | +5.0% |
| 30D | +23.9% | +11.1% | +12.8% | +19.3% |
| 3M | -4.1% | +8.4% | -12.5% | -6.9% |
| 6M | +2.7% | +7.5% | -4.8% | -0.4% |
| YTD | -30.4% | +15.3% | -45.7% | -34.1% |
| 1Y | -36.6% | +9.7% | -46.3% | -38.9% |
| 3Y | +406.9% | +64.7% | +342.3% | +312.9% |
| 5Y | +280.3% | +57.3% | +223.0% | +209.4% |
| 10Y | +738.5% | +195.9% | +542.6% | +379.4% |
| All | -26.6% | +2,451.6% | -2,478.1% | -87.5% |
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