+833.7%
INSM vs WST
+344.2%
+489.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +2.5% | +1.8% | +0.6% | +1.9% |
| 30D | -2.2% | -1.7% | -0.4% | -1.7% |
| 3M | +33.8% | +4.9% | +28.9% | +31.6% |
| 6M | -7.2% | +45.5% | -52.7% | -17.8% |
| YTD | -25.6% | +26.1% | -51.8% | -31.7% |
| 1Y | -11.2% | +31.7% | -42.9% | -20.2% |
| 3Y | +388.3% | -12.1% | +400.4% | +365.9% |
| 5Y | +376.6% | -23.6% | +400.2% | +372.0% |
| All | +833.7% | +344.2% | +489.5% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling