-25.5%
ISRG vs WAB
+47.5%
-73.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | +1.7% | -6.8% | -5.5% |
| 30D | -7.6% | -2.4% | -5.1% | -7.2% |
| 3M | -16.4% | +9.7% | -26.0% | -18.3% |
| 6M | -28.6% | +16.5% | -45.1% | -31.8% |
| YTD | -38.2% | +33.7% | -71.9% | -43.3% |
| 1Y | -25.5% | +49.7% | -75.2% | -34.2% |
| All | -25.5% | +47.5% | -73.0% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling