-39.8%
INSM vs WST
+47.3%
-87.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.3% |
| 7D | +13.4% | +1.3% | +12.2% | +13.4% |
| 30D | +5.9% | +8.5% | -2.6% | +6.4% |
| 3M | +11.4% | +17.2% | -5.8% | +12.5% |
| 6M | -21.4% | +36.3% | -57.7% | -20.3% |
| YTD | -36.8% | +48.9% | -85.7% | -35.9% |
| 1Y | -39.8% | +42.9% | -82.7% | -38.7% |
| All | -39.8% | +47.3% | -87.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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