-23.5%
INSM vs WST
+7,919.1%
-7,942.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +27.5% | -3.1% | +30.7% | +28.8% |
| 3M | +20.4% | +7.2% | +13.2% | +17.3% |
| 6M | -15.7% | +36.8% | -52.6% | -25.3% |
| YTD | -27.4% | +23.8% | -51.3% | -33.9% |
| 1Y | -11.4% | +37.8% | -49.2% | -22.9% |
| 3Y | +457.8% | -15.9% | +473.7% | +427.4% |
| 5Y | +343.0% | -25.8% | +368.8% | +327.6% |
| 10Y | +848.1% | +319.6% | +528.5% | +340.8% |
| All | -23.5% | +7,919.1% | -7,942.6% | -85.3% |
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