+356.0%
ISRG vs WAB
+283.1%
+72.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | -5.2% | +1.7% | -6.8% | -5.8% |
| 30D | -7.6% | -2.4% | -5.1% | -6.7% |
| 3M | -16.4% | +9.7% | -26.0% | -20.0% |
| 6M | -28.6% | +16.5% | -45.1% | -33.5% |
| YTD | -38.2% | +33.7% | -71.9% | -45.7% |
| 1Y | -25.5% | +49.7% | -75.2% | -37.7% |
| 3Y | +17.4% | +170.9% | -153.5% | -22.9% |
| 5Y | -3.0% | +228.0% | -231.0% | -40.9% |
| 10Y | +356.0% | +284.8% | +71.2% | +137.5% |
| All | +356.0% | +283.1% | +72.9% | +137.5% |
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