+63.7%
INSM vs WETO
-99.4%
+163.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.7% |
| 7D | +2.5% | -4.3% | +6.8% | +2.5% |
| 30D | -2.2% | -39.9% | +37.7% | -3.2% |
| 3M | +33.8% | -97.9% | +131.7% | +37.9% |
| 6M | -7.2% | -95.0% | +87.9% | -7.6% |
| YTD | -25.6% | -97.2% | +71.5% | -24.5% |
| 1Y | -11.2% | -98.9% | +87.7% | -5.8% |
| All | +63.7% | -99.4% | +163.1% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling