-11.4%
INSM vs WETO
-98.9%
+87.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -20.8% | +20.5% | -0.2% |
| 7D | +6.5% | -55.4% | +62.0% | +6.8% |
| 30D | +27.5% | -48.5% | +76.0% | +27.2% |
| 3M | +20.4% | -97.5% | +117.9% | +21.0% |
| 6M | -15.7% | -94.2% | +78.5% | -14.5% |
| YTD | -27.4% | -97.0% | +69.6% | -28.7% |
| 1Y | -11.4% | -98.9% | +87.5% | -9.4% |
| All | -11.4% | -98.9% | +87.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling