+356.0%
ISRG vs WAT
+153.6%
+202.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -5.2% | -0.7% | -4.4% | -4.8% |
| 30D | -7.6% | -1.0% | -6.6% | -7.1% |
| 3M | -16.4% | +10.9% | -27.2% | -20.5% |
| 6M | -28.6% | +33.2% | -61.7% | -38.4% |
| YTD | -38.2% | +6.1% | -44.3% | -41.2% |
| 1Y | -25.5% | +30.2% | -55.7% | -36.4% |
| 3Y | +17.4% | +52.9% | -35.4% | -14.6% |
| 5Y | -3.0% | -5.1% | +2.2% | -9.0% |
| 10Y | +356.0% | +152.6% | +203.3% | +144.9% |
| All | +356.0% | +153.6% | +202.3% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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