+375.6%
INSM vs WST
-15.5%
+391.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | -4.7% | -4.6% | -0.1% | -4.5% |
| 3M | +32.6% | +5.7% | +26.9% | +32.2% |
| 6M | -10.9% | +37.6% | -48.4% | -12.8% |
| YTD | -28.2% | +23.0% | -51.3% | -29.3% |
| 1Y | -14.9% | +33.8% | -48.7% | -16.8% |
| 3Y | +375.6% | -13.4% | +388.9% | +357.4% |
| All | +375.6% | -15.5% | +391.1% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling