+279.6%
INSM vs WST
+1.5%
+278.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +9.8% | +1.1% | +8.7% | +9.6% |
| 30D | +22.5% | +12.4% | +10.1% | +20.2% |
| 3M | -8.9% | +17.6% | -26.5% | -11.4% |
| 6M | +16.2% | +28.3% | -12.0% | +11.1% |
| YTD | -30.6% | +50.5% | -81.1% | -36.1% |
| 1Y | -37.7% | +49.4% | -87.0% | -42.5% |
| 3Y | +408.4% | +21.9% | +386.5% | +359.0% |
| 5Y | +279.6% | +0.4% | +279.2% | +254.6% |
| All | +279.6% | +1.5% | +278.1% | +254.6% |
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