+357.7%
INSM vs WST
-27.5%
+385.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.2% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | -4.4% | -4.3% | -0.1% | -3.7% |
| 3M | +30.0% | +0.7% | +29.3% | +29.7% |
| 6M | -10.0% | +36.0% | -46.0% | -15.5% |
| YTD | -26.0% | +22.7% | -48.7% | -29.3% |
| 1Y | -12.5% | +34.1% | -46.6% | -18.4% |
| 3Y | +390.5% | -13.6% | +404.0% | +385.1% |
| 5Y | +357.7% | -26.0% | +383.7% | +349.7% |
| All | +357.7% | -27.5% | +385.2% | +349.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling