+536.3%
ISRG vs WAT
+232.2%
+304.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -0.2% |
| 7D | +5.4% | +6.0% | -0.6% | +2.6% |
| 30D | +8.6% | +9.9% | -1.3% | +3.8% |
| 3M | +21.6% | +17.2% | +4.4% | +12.7% |
| 6M | +2.3% | +34.2% | -31.9% | -11.6% |
| YTD | -18.7% | +25.5% | -44.2% | -28.7% |
| 1Y | -17.8% | +28.3% | -46.0% | -28.7% |
| 3Y | +69.1% | +88.4% | -19.3% | +10.2% |
| 5Y | +26.5% | +36.1% | -9.7% | -2.4% |
| 10Y | +536.3% | +234.8% | +301.5% | +194.4% |
| All | +536.3% | +232.2% | +304.1% | +194.4% |
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