+533.8%
ISRG vs WAB
+269.8%
+264.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -6.1% | +7.9% | -14.0% | -9.0% |
| 30D | +4.2% | +4.9% | -0.7% | +2.0% |
| 3M | +9.6% | +1.8% | +7.8% | +8.4% |
| 6M | +1.9% | +12.0% | -10.1% | -3.8% |
| YTD | -22.3% | +41.3% | -63.6% | -33.7% |
| 1Y | -23.2% | +43.8% | -67.0% | -34.9% |
| 3Y | +58.5% | +171.1% | -112.5% | +3.0% |
| 5Y | +23.9% | +217.7% | -193.8% | -24.9% |
| All | +533.8% | +269.8% | +264.1% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling