-26.8%
INSM vs WST
+9,644.6%
-9,671.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +9.8% | +1.1% | +8.7% | +9.4% |
| 30D | +22.5% | +12.4% | +10.1% | +18.0% |
| 3M | -8.9% | +17.6% | -26.5% | -13.8% |
| 6M | +16.2% | +28.3% | -12.0% | +6.4% |
| YTD | -30.6% | +50.5% | -81.1% | -40.8% |
| 1Y | -37.7% | +49.4% | -87.0% | -46.8% |
| 3Y | +408.4% | +21.9% | +386.5% | +320.4% |
| 5Y | +279.6% | +0.4% | +279.2% | +229.5% |
| 10Y | +735.6% | +451.5% | +284.1% | +253.8% |
| All | -26.8% | +9,644.6% | -9,671.4% | -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