+22,229.9%
ISRG vs WAB
+5,561.7%
+16,668.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.1% |
| 7D | +4.8% | +1.4% | +3.4% | +4.2% |
| 30D | +9.2% | +0.4% | +8.8% | +8.8% |
| 3M | +21.2% | -3.8% | +25.0% | +22.7% |
| 6M | +0.2% | +5.1% | -4.8% | -2.9% |
| YTD | -20.1% | +33.3% | -53.4% | -30.1% |
| 1Y | -17.3% | +39.8% | -57.2% | -29.2% |
| 3Y | +63.3% | +161.1% | -97.7% | +7.5% |
| 5Y | +24.1% | +209.5% | -185.4% | -24.2% |
| 10Y | +507.0% | +293.8% | +213.1% | +204.2% |
| All | +22,229.9% | +5,561.7% | +16,668.1% | +3,308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling