+57.0%
ISRG vs WAB
+168.8%
-111.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | -2.0% | +5.1% | -7.1% | -4.0% |
| 30D | +5.6% | +4.0% | +1.6% | +3.7% |
| 3M | +10.5% | +0.1% | +10.5% | +10.2% |
| 6M | +2.6% | +12.8% | -10.2% | -3.7% |
| YTD | -21.7% | +40.1% | -61.8% | -34.8% |
| 1Y | -21.6% | +46.4% | -67.9% | -36.3% |
| 3Y | +57.0% | +167.4% | -110.3% | -12.1% |
| All | +57.0% | +168.8% | -111.8% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling