-26.6%
INSM vs WST
+9,728.6%
-9,755.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +5.9% | +4.2% | +1.7% | +4.4% |
| 30D | +23.9% | +11.2% | +12.7% | +19.7% |
| 3M | -4.1% | +20.4% | -24.5% | -9.9% |
| 6M | +2.7% | +37.9% | -35.2% | -8.1% |
| YTD | -30.4% | +51.8% | -82.2% | -40.8% |
| 1Y | -36.6% | +56.6% | -93.2% | -46.7% |
| 3Y | +406.9% | +24.2% | +382.7% | +316.3% |
| 5Y | +280.3% | +0.7% | +279.6% | +229.9% |
| 10Y | +738.5% | +456.3% | +282.2% | +254.0% |
| All | -26.6% | +9,728.6% | -9,755.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling