+536.3%
ISRG vs WAB
+305.5%
+230.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.3% |
| 7D | +5.4% | +4.0% | +1.4% | +3.7% |
| 30D | +8.6% | +4.5% | +4.2% | +6.5% |
| 3M | +21.6% | +2.3% | +19.3% | +20.0% |
| 6M | +2.3% | +12.5% | -10.1% | -3.5% |
| YTD | -18.7% | +40.2% | -58.9% | -30.3% |
| 1Y | -17.8% | +45.2% | -63.0% | -30.6% |
| 3Y | +69.1% | +171.8% | -102.7% | +10.0% |
| 5Y | +26.5% | +217.6% | -191.1% | -23.1% |
| 10Y | +536.3% | +285.3% | +251.0% | +224.2% |
| All | +536.3% | +305.5% | +230.8% | +224.2% |
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